-5.8%
SLB vs AGNC
+83.7%
-89.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -2.5% | -4.7% | +2.2% | +0.1% |
| 30D | +7.1% | -5.7% | +12.8% | +10.6% |
| 3M | +0.6% | +1.9% | -1.2% | -0.9% |
| 6M | +17.6% | +1.8% | +15.8% | +15.6% |
| YTD | +48.5% | +3.4% | +45.0% | +44.8% |
| 1Y | +59.4% | +13.6% | +45.8% | +47.4% |
| 3Y | -0.4% | +60.4% | -60.7% | -24.9% |
| 5Y | +133.8% | +27.0% | +106.8% | +103.2% |
| All | -5.8% | +83.7% | -89.5% | -22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling