+126.0%
DUK vs AGNC
+83.7%
+42.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -0.7% | -4.7% | +4.0% | +0.8% |
| 30D | -2.4% | -5.7% | +3.2% | -0.8% |
| 3M | -3.0% | +1.9% | -4.9% | -3.7% |
| 6M | -6.6% | +1.8% | -8.4% | -7.4% |
| YTD | +4.6% | +3.4% | +1.1% | +2.9% |
| 1Y | +1.2% | +13.6% | -12.4% | -3.3% |
| 3Y | +45.7% | +60.4% | -14.7% | +22.9% |
| 5Y | +40.3% | +27.0% | +13.3% | +26.2% |
| All | +126.0% | +83.7% | +42.4% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 10y: compounded portfolio wealth divided by compounded AGNC 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…
10y analysis · Full analysis span regression · 6 months rolling