+654.1%
AGNC vs FFIV
+1,342.5%
-688.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.4% | -2.3% |
| 7D | -1.0% | +3.5% | -4.5% | -1.7% |
| 30D | -1.2% | -1.3% | +0.1% | -1.1% |
| 3M | +5.4% | +2.4% | +3.0% | +4.5% |
| 6M | +6.7% | +41.8% | -35.1% | -1.2% |
| YTD | +7.1% | +58.5% | -51.4% | -3.3% |
| 1Y | +16.3% | +24.3% | -8.1% | +9.8% |
| 3Y | +68.5% | +152.0% | -83.6% | +36.5% |
| 5Y | +31.4% | +99.1% | -67.7% | +10.1% |
| 10Y | +89.6% | +242.8% | -153.2% | +40.3% |
| All | +654.1% | +1,342.5% | -688.4% | +201.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling