+654.1%
AGNC vs FDS
+459.7%
+194.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.5% |
| 7D | -1.0% | -8.8% | +7.8% | +1.7% |
| 30D | -1.2% | -1.4% | +0.1% | -1.0% |
| 3M | +5.4% | +13.9% | -8.5% | +0.1% |
| 6M | +6.7% | +27.4% | -20.7% | -3.5% |
| YTD | +7.1% | -2.5% | +9.6% | +4.9% |
| 1Y | +16.3% | -23.8% | +40.1% | +23.0% |
| 3Y | +68.5% | -32.5% | +100.9% | +84.2% |
| 5Y | +31.4% | -23.2% | +54.6% | +35.9% |
| 10Y | +89.6% | +76.4% | +13.2% | +39.2% |
| All | +654.1% | +459.7% | +194.5% | +197.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling