+26.4%
AGNC vs FFIV
+101.9%
-75.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -1.2% |
| 7D | -4.7% | +5.4% | -10.1% | -6.0% |
| 30D | -5.7% | -2.7% | -3.0% | -5.2% |
| 3M | +1.9% | +4.5% | -2.7% | +0.1% |
| 6M | +1.8% | +42.2% | -40.4% | -8.7% |
| YTD | +3.4% | +61.3% | -57.8% | -11.1% |
| 1Y | +13.6% | +23.0% | -9.4% | +5.7% |
| 3Y | +60.4% | +156.3% | -95.9% | +12.4% |
| All | +26.4% | +101.9% | -75.5% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 5y: compounded portfolio wealth divided by compounded FFIV 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…
5y analysis · Full analysis span regression · 6 months rolling