+631.2%
AGNC vs PODD
+654.1%
-22.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.8% |
| 7D | -4.4% | -10.6% | +6.2% | -3.2% |
| 30D | -5.4% | -6.9% | +1.5% | -4.6% |
| 3M | +3.5% | -10.6% | +14.1% | +4.3% |
| 6M | +1.7% | -43.5% | +45.2% | +7.8% |
| YTD | +3.9% | -52.6% | +56.5% | +12.2% |
| 1Y | +13.8% | -60.1% | +73.9% | +25.2% |
| 3Y | +63.3% | -21.7% | +85.0% | +63.2% |
| 5Y | +27.5% | -54.6% | +82.0% | +33.3% |
| 10Y | +83.8% | +228.2% | -144.4% | +50.1% |
| All | +631.2% | +654.1% | -22.9% | +415.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 all: compounded portfolio wealth divided by compounded PODD 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…
all analysis · Full analysis span regression · 6 months rolling