+16.5%
OXY vs AGNC
+622.7%
-606.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +2.8% | -4.7% | +7.5% | +5.4% |
| 30D | +5.5% | -5.7% | +11.1% | +8.6% |
| 3M | +11.3% | +1.9% | +9.4% | +9.3% |
| 6M | +11.6% | +1.8% | +9.8% | +8.2% |
| YTD | +51.6% | +3.4% | +48.1% | +45.3% |
| 1Y | +36.2% | +13.6% | +22.6% | +23.7% |
| 3Y | +1.7% | +60.4% | -58.7% | -25.4% |
| 5Y | +164.5% | +27.0% | +137.5% | +116.6% |
| 10Y | +6.1% | +83.1% | -77.0% | -26.4% |
| All | +16.5% | +622.7% | -606.2% | -69.9% |
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