+60.4%
AGNC vs FDS
-37.4%
+97.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -4.7% | -14.0% | +9.3% | -2.8% |
| 30D | -5.7% | -6.2% | +0.6% | -4.9% |
| 3M | +1.9% | +10.2% | -8.3% | +0.4% |
| 6M | +1.8% | +27.4% | -25.7% | -2.5% |
| YTD | +3.4% | -9.3% | +12.7% | +6.2% |
| 1Y | +13.6% | -28.6% | +42.3% | +25.3% |
| 3Y | +60.4% | -36.8% | +97.2% | +72.7% |
| All | +60.4% | -37.4% | +97.8% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling