+830.8%
ORCL vs AGNC
+648.3%
+182.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | 0.0% |
| 7D | +10.9% | -1.0% | +11.9% | +11.3% |
| 30D | +7.0% | -1.2% | +8.2% | +7.4% |
| 3M | -21.2% | +5.4% | -26.6% | -22.7% |
| 6M | +7.4% | +6.7% | +0.7% | +4.7% |
| YTD | -16.3% | +7.1% | -23.4% | -18.6% |
| 1Y | -32.3% | +16.3% | -48.6% | -36.2% |
| 3Y | +32.6% | +68.5% | -35.9% | +9.8% |
| 5Y | +93.1% | +31.4% | +61.7% | +70.6% |
| 10Y | +368.8% | +89.6% | +279.2% | +254.2% |
| All | +830.8% | +648.3% | +182.5% | +254.4% |
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