+206.5%
SHEL vs AGNC
+622.7%
-416.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +4.1% | -4.7% | +8.8% | +6.1% |
| 30D | +8.4% | -5.7% | +14.1% | +10.9% |
| 3M | +13.7% | +1.9% | +11.8% | +12.4% |
| 6M | +12.7% | +1.8% | +10.9% | +10.8% |
| YTD | +35.3% | +3.4% | +31.9% | +32.0% |
| 1Y | +39.4% | +13.6% | +25.8% | +30.5% |
| 3Y | +71.5% | +60.4% | +11.1% | +36.3% |
| 5Y | +195.0% | +27.0% | +168.0% | +154.0% |
| 10Y | +211.1% | +83.1% | +128.0% | +123.1% |
| All | +206.5% | +622.7% | -416.2% | +2.4% |
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 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