+49.4%
AGNC vs FN
+700.1%
-650.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.3% | +7.7% | +1.1% |
| 7D | -6.3% | +0.3% | -6.5% | -6.4% |
| 30D | -3.1% | -16.5% | +13.4% | -2.0% |
| 3M | -22.1% | -42.1% | +20.1% | -18.5% |
| 6M | -16.9% | -52.9% | +36.0% | -11.9% |
| YTD | -13.9% | -28.0% | +14.1% | -14.5% |
| 1Y | -6.9% | -18.5% | +11.6% | -9.4% |
| 3Y | +50.9% | +93.9% | -43.0% | +24.1% |
| 5Y | +3.9% | +170.5% | -166.6% | -20.6% |
| All | +49.4% | +700.1% | -650.7% | -0.5% |
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