+1,179.3%
INTU vs AGNC
+625.5%
+553.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.7% | +0.8% |
| 7D | -9.2% | -4.4% | -4.7% | -7.6% |
| 30D | -7.0% | -5.4% | -1.6% | -5.0% |
| 3M | +10.5% | +3.5% | +7.1% | +9.0% |
| 6M | -30.6% | +1.7% | -32.3% | -31.5% |
| YTD | -52.3% | +3.9% | -56.2% | -53.5% |
| 1Y | -51.8% | +13.8% | -65.6% | -54.8% |
| 3Y | -41.8% | +63.3% | -105.2% | -53.2% |
| 5Y | -42.8% | +27.5% | -70.3% | -49.9% |
| 10Y | +209.9% | +83.8% | +126.1% | +129.9% |
| All | +1,179.3% | +625.5% | +553.8% | +393.4% |
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