-1.2%
AGNC vs FLNC
-74.3%
+73.1%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -15.9% | +15.4% | 0.0% |
| 7D | -0.1% | -16.3% | +16.2% | +0.4% |
| 30D | +2.8% | -36.6% | +39.3% | +4.1% |
| 3M | -14.2% | -64.2% | +50.0% | -11.7% |
| 6M | -11.7% | -59.9% | +48.2% | -11.0% |
| YTD | -7.7% | -74.2% | +66.5% | -5.4% |
| 1Y | -1.2% | -75.4% | +74.2% | +0.8% |
| All | -1.2% | -74.3% | +73.1% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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