+13.8%
AGNC vs FN
+6.6%
+7.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -3.0% |
| 7D | -4.4% | +2.3% | -6.7% | -4.4% |
| 30D | -5.4% | -23.2% | +17.8% | -5.0% |
| 3M | +3.5% | -30.4% | +33.8% | +4.1% |
| 6M | +1.7% | -25.6% | +27.3% | +1.6% |
| YTD | +3.9% | -11.3% | +15.1% | +3.5% |
| 1Y | +13.8% | +8.4% | +5.4% | +13.7% |
| All | +13.8% | +6.6% | +7.2% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling