+628.3%
AGNC vs FHN
+288.6%
+339.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -4.7% | -1.2% | -3.5% | -4.5% |
| 30D | -5.7% | -4.8% | -0.9% | -4.7% |
| 3M | +1.9% | -0.7% | +2.6% | +1.9% |
| 6M | +1.8% | +10.6% | -8.8% | -0.5% |
| YTD | +3.4% | +4.6% | -1.2% | +2.2% |
| 1Y | +13.6% | +11.4% | +2.2% | +10.5% |
| 3Y | +60.4% | +132.3% | -71.9% | +31.7% |
| 5Y | +27.0% | +90.2% | -63.2% | +4.4% |
| 10Y | +83.1% | +127.4% | -44.3% | +35.8% |
| All | +628.3% | +288.6% | +339.7% | +360.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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