+19.6%
AGNC vs DUOL
-43.9%
+63.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.7% | 0.0% |
| 7D | -1.2% | +5.1% | -6.3% | -1.3% |
| 30D | +0.9% | +14.1% | -13.2% | +0.6% |
| 3M | +7.0% | +41.5% | -34.5% | +6.5% |
| 6M | +3.9% | +60.6% | -56.7% | +3.1% |
| YTD | +8.5% | -12.0% | +20.5% | +9.0% |
| 1Y | +19.6% | -43.4% | +62.9% | +22.6% |
| All | +19.6% | -43.9% | +63.4% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DUOL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling