+80.9%
ORCL vs AGNC
+26.7%
+54.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -5.4% | -4.7% | -0.7% | -3.7% |
| 30D | -2.0% | -5.7% | +3.7% | +0.1% |
| 3M | -18.1% | +1.9% | -19.9% | -18.7% |
| 6M | -7.2% | +1.8% | -9.0% | -8.1% |
| YTD | -22.2% | +3.4% | -25.6% | -23.5% |
| 1Y | -50.6% | +13.6% | -64.2% | -53.2% |
| 3Y | +22.9% | +60.4% | -37.5% | +3.1% |
| All | +80.9% | +26.7% | +54.2% | +64.2% |
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