+4,372.9%
ORLY vs AGNC
+622.7%
+3,750.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -2.4% | -4.7% | +2.3% | -1.1% |
| 30D | -6.8% | -5.7% | -1.1% | -5.3% |
| 3M | -4.8% | +1.9% | -6.6% | -5.4% |
| 6M | -9.1% | +1.8% | -10.9% | -9.8% |
| YTD | -5.9% | +3.4% | -9.4% | -7.2% |
| 1Y | -20.4% | +13.6% | -34.0% | -23.5% |
| 3Y | +36.6% | +60.4% | -23.8% | +17.4% |
| 5Y | +117.3% | +27.0% | +90.3% | +96.5% |
| 10Y | +362.7% | +83.1% | +279.6% | +261.4% |
| All | +4,372.9% | +622.7% | +3,750.2% | +1,692.9% |
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