+81.3%
AGNC vs FN
+927.1%
-845.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -2.7% |
| 7D | -4.4% | +2.3% | -6.7% | -4.6% |
| 30D | -5.4% | -23.2% | +17.8% | -3.1% |
| 3M | +3.5% | -30.4% | +33.8% | +6.5% |
| 6M | +1.7% | -25.6% | +27.3% | +2.7% |
| YTD | +3.9% | -11.3% | +15.1% | +1.8% |
| 1Y | +13.8% | +8.4% | +5.4% | +8.0% |
| 3Y | +63.3% | +166.2% | -102.9% | +30.8% |
| 5Y | +27.5% | +290.3% | -262.9% | -5.6% |
| All | +81.3% | +927.1% | -845.7% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling