+36.2%
AGNC vs FGI
-69.1%
+105.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.6% |
| 7D | -1.0% | +14.7% | -15.7% | -1.2% |
| 30D | -1.2% | +67.0% | -68.2% | -2.3% |
| 3M | +5.4% | +31.0% | -25.6% | +4.4% |
| 6M | +6.7% | +126.8% | -120.1% | +4.5% |
| YTD | +7.1% | +35.6% | -28.5% | +5.4% |
| 1Y | +16.3% | +108.9% | -92.6% | +12.9% |
| 3Y | +68.5% | -0.3% | +68.7% | +65.1% |
| All | +36.2% | -69.1% | +105.2% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling