+60.4%
AGNC vs FLNC
-62.9%
+123.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.5% |
| 7D | -4.7% | -4.1% | -0.6% | -4.5% |
| 30D | -5.7% | -24.8% | +19.1% | -4.4% |
| 3M | +1.9% | -59.1% | +61.0% | +6.0% |
| 6M | +1.8% | -42.0% | +43.8% | +2.5% |
| YTD | +3.4% | -49.8% | +53.2% | +4.2% |
| 1Y | +13.6% | +43.1% | -29.5% | +4.0% |
| 3Y | +60.4% | -61.0% | +121.3% | +54.0% |
| All | +60.4% | -62.9% | +123.2% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling