+79.7%
AGNC vs ODFL
+745.0%
-665.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | -5.3% | -2.1% | -3.1% | -4.8% |
| 30D | -6.9% | -13.6% | +6.7% | -3.6% |
| 3M | +1.2% | -25.9% | +27.0% | +8.4% |
| 6M | +5.6% | +0.9% | +4.6% | +4.5% |
| YTD | +2.8% | +16.5% | -13.7% | -2.4% |
| 1Y | +13.5% | +26.3% | -12.8% | +5.2% |
| 3Y | +55.3% | -9.0% | +64.3% | +51.8% |
| 5Y | +26.9% | +29.3% | -2.5% | +9.4% |
| 10Y | +79.7% | +742.1% | -662.5% | +24.2% |
| All | +79.7% | +745.0% | -665.3% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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