+9.5%
AGNC vs FGI
-74.8%
+84.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -25.2% | +25.5% | +0.6% |
| 7D | -6.3% | -14.4% | +8.1% | -6.2% |
| 30D | -3.1% | -11.8% | +8.7% | -3.1% |
| 3M | -22.1% | -46.2% | +24.2% | -21.7% |
| 6M | -16.9% | +5.2% | -22.1% | -17.6% |
| YTD | -13.9% | +10.5% | -24.4% | -15.2% |
| 1Y | -6.9% | +25.5% | -32.4% | -8.6% |
| 3Y | +50.9% | -16.0% | +66.9% | +47.8% |
| All | +9.5% | -74.8% | +84.3% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling