+60.4%
AGNC vs FLR
+54.2%
+6.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -4.7% | -3.5% | -1.2% | -4.3% |
| 30D | -5.7% | +4.2% | -9.8% | -6.1% |
| 3M | +1.9% | +8.1% | -6.2% | +0.6% |
| 6M | +1.8% | +21.5% | -19.7% | -1.3% |
| YTD | +3.4% | +36.8% | -33.3% | -1.2% |
| 1Y | +13.6% | +31.2% | -17.6% | +8.5% |
| 3Y | +60.4% | +53.9% | +6.5% | +31.9% |
| All | +60.4% | +54.2% | +6.2% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling