-45.2%
INTU vs AGNC
+2.0%
-47.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +3.3% |
| 7D | +8.7% | +1.5% | +7.2% | +8.5% |
| 30D | +25.9% | +3.9% | +21.9% | +25.5% |
| 3M | +10.7% | -13.5% | +24.2% | +9.2% |
| 6M | -11.6% | -10.6% | -1.0% | -11.8% |
| YTD | -45.4% | -7.2% | -38.2% | -45.5% |
| 1Y | -45.2% | 0.0% | -45.2% | -46.2% |
| All | -45.2% | +2.0% | -47.2% | -46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling