+25.0%
ORCL vs AGNC
+62.8%
-37.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.0% | -2.3% | -4.2% |
| 7D | -0.7% | -4.4% | +3.7% | +1.0% |
| 30D | +5.1% | -5.4% | +10.5% | +7.3% |
| 3M | -23.7% | +3.5% | -27.2% | -24.8% |
| 6M | +3.1% | +1.7% | +1.4% | +1.9% |
| YTD | -20.8% | +3.9% | -24.6% | -22.5% |
| 1Y | -52.9% | +13.8% | -66.7% | -55.6% |
| All | +25.0% | +62.8% | -37.8% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling