-40.2%
INTU vs AGNC
+26.7%
-66.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | -3.3% | -4.7% | +1.3% | -1.2% |
| 30D | -3.9% | -5.7% | +1.7% | -1.3% |
| 3M | +16.6% | +1.9% | +14.8% | +15.5% |
| 6M | -26.4% | +1.8% | -28.2% | -27.7% |
| YTD | -51.0% | +3.4% | -54.4% | -52.6% |
| 1Y | -50.8% | +13.6% | -64.4% | -54.7% |
| 3Y | -40.1% | +60.4% | -100.4% | -55.1% |
| All | -40.2% | +26.7% | -66.8% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling