+26.4%
AGNC vs DUOL
-17.6%
+44.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -4.7% | -7.0% | +2.3% | -4.1% |
| 30D | -5.7% | +6.7% | -12.4% | -6.4% |
| 3M | +1.9% | +16.0% | -14.2% | +0.1% |
| 6M | +1.8% | +45.4% | -43.6% | -2.4% |
| YTD | +3.4% | -18.1% | +21.6% | +4.3% |
| 1Y | +13.6% | -53.6% | +67.2% | +20.1% |
| 3Y | +60.4% | -11.0% | +71.3% | +51.7% |
| All | +26.4% | -17.6% | +44.1% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling