+384.2%
DUK vs AGNC
+622.7%
-238.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -0.7% | -4.7% | +4.0% | +0.6% |
| 30D | -2.4% | -5.7% | +3.2% | -0.9% |
| 3M | -3.0% | +1.9% | -4.9% | -3.6% |
| 6M | -6.6% | +1.8% | -8.4% | -7.3% |
| YTD | +4.6% | +3.4% | +1.1% | +3.1% |
| 1Y | +1.2% | +13.6% | -12.4% | -2.8% |
| 3Y | +45.7% | +60.4% | -14.7% | +25.4% |
| 5Y | +40.3% | +27.0% | +13.3% | +26.6% |
| 10Y | +129.9% | +83.1% | +46.8% | +82.4% |
| All | +384.2% | +622.7% | -238.5% | +144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling