-15.9%
SLB vs AGNC
+648.3%
-664.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.7% |
| 7D | -1.9% | -1.0% | -0.8% | -1.4% |
| 30D | +7.8% | -1.2% | +9.0% | +8.5% |
| 3M | +2.7% | +5.4% | -2.7% | -0.4% |
| 6M | +22.2% | +6.7% | +15.4% | +17.6% |
| YTD | +51.1% | +7.1% | +44.0% | +45.3% |
| 1Y | +63.3% | +16.3% | +47.1% | +50.5% |
| 3Y | +2.4% | +68.5% | -66.0% | -22.7% |
| 5Y | +139.3% | +31.4% | +107.9% | +100.3% |
| 10Y | -2.6% | +89.6% | -92.2% | -31.8% |
| All | -15.9% | +648.3% | -664.2% | -74.0% |
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