-8.4%
QXO vs AGNC
+115.8%
-124.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -7.8% | -4.7% | -3.1% | -6.5% |
| 30D | -18.1% | -5.7% | -12.4% | -16.7% |
| 3M | -25.8% | +1.9% | -27.6% | -25.9% |
| 6M | -41.7% | +1.8% | -43.5% | -41.6% |
| YTD | -36.2% | +3.4% | -39.6% | -36.2% |
| 1Y | -42.1% | +13.6% | -55.7% | -43.4% |
| 3Y | -46.2% | +60.4% | -106.5% | -51.6% |
| 5Y | -70.7% | +27.0% | -97.7% | -72.6% |
| 10Y | +36.5% | +83.1% | -46.6% | +17.4% |
| All | -8.4% | +115.8% | -124.2% | -54.1% |
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