+14.1%
AGNC vs FGI
+122.0%
-108.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.4% | -12.5% | -3.1% |
| 7D | -4.4% | +22.8% | -27.2% | -4.5% |
| 30D | -5.4% | +85.9% | -91.3% | -6.0% |
| 3M | +3.5% | +32.4% | -28.9% | +2.9% |
| 6M | +1.7% | +106.3% | -104.6% | +0.9% |
| YTD | +3.9% | +48.4% | -44.6% | +3.0% |
| All | +14.1% | +122.0% | -108.0% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling