+628.3%
AGNC vs FLR
-30.1%
+658.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | -4.7% | -3.5% | -1.2% | -4.2% |
| 30D | -5.7% | +4.2% | -9.8% | -6.3% |
| 3M | +1.9% | +8.1% | -6.2% | +0.1% |
| 6M | +1.8% | +21.5% | -19.7% | -2.3% |
| YTD | +3.4% | +36.8% | -33.3% | -2.7% |
| 1Y | +13.6% | +31.2% | -17.6% | +7.0% |
| 3Y | +60.4% | +53.9% | +6.5% | +42.4% |
| 5Y | +27.0% | +243.0% | -216.1% | -2.7% |
| 10Y | +83.1% | +18.8% | +64.3% | +47.7% |
| All | +628.3% | -30.1% | +658.4% | +469.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling