0.0%
AGNC vs FLR
+2.5%
-2.6%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.1% |
| 7D | +1.5% | +1.4% | +0.1% | +1.3% |
| 30D | +3.9% | -5.9% | +9.9% | +4.6% |
| 3M | -13.5% | -7.6% | -5.8% | -12.9% |
| 6M | -10.6% | -9.3% | -1.3% | -10.2% |
| YTD | -7.2% | +20.1% | -27.3% | -9.8% |
| 1Y | 0.0% | +3.0% | -3.0% | -2.2% |
| All | 0.0% | +2.5% | -2.6% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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