+38.4%
AGNC vs FGI
-69.8%
+108.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | +0.8% | +5.2% | -4.4% | +0.7% |
| 30D | -0.4% | +65.2% | -65.6% | -1.5% |
| 3M | +9.2% | +30.2% | -21.0% | +8.2% |
| 6M | +7.4% | +87.8% | -80.4% | +5.4% |
| YTD | +8.8% | +32.5% | -23.6% | +7.1% |
| 1Y | +18.3% | +93.6% | -75.3% | +15.0% |
| 3Y | +71.2% | -2.6% | +73.8% | +67.8% |
| All | +38.4% | -69.8% | +108.2% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling