+36.6%
ORLY vs AGNC
+62.2%
-25.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -2.4% | -4.7% | +2.3% | -1.6% |
| 30D | -6.8% | -5.7% | -1.1% | -5.9% |
| 3M | -4.8% | +1.9% | -6.6% | -5.2% |
| 6M | -9.1% | +1.8% | -10.9% | -9.5% |
| YTD | -5.9% | +3.4% | -9.4% | -6.6% |
| 1Y | -20.4% | +13.6% | -34.0% | -22.0% |
| 3Y | +36.6% | +60.4% | -23.8% | +33.4% |
| All | +36.6% | +62.2% | -25.6% | +33.4% |
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 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