-42.1%
QXO vs AGNC
+13.3%
-55.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | -7.8% | -4.7% | -3.1% | -1.5% |
| 30D | -18.1% | -5.7% | -12.4% | -11.2% |
| 3M | -25.8% | +1.9% | -27.6% | -27.0% |
| 6M | -41.7% | +1.8% | -43.5% | -42.8% |
| YTD | -36.2% | +3.4% | -39.6% | -38.6% |
| 1Y | -42.1% | +13.6% | -55.7% | -48.5% |
| All | -42.1% | +13.3% | -55.4% | -48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling