+31.4%
AGNC vs FN
+296.8%
-265.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | -1.0% | +5.8% | -6.8% | -1.6% |
| 30D | -1.2% | -20.6% | +19.4% | +0.6% |
| 3M | +5.4% | -28.6% | +34.0% | +7.9% |
| 6M | +6.7% | -20.7% | +27.4% | +6.8% |
| YTD | +7.1% | -8.1% | +15.2% | +4.5% |
| 1Y | +16.3% | +13.3% | +2.9% | +9.5% |
| 3Y | +68.5% | +175.7% | -107.2% | +30.4% |
| 5Y | +31.4% | +297.4% | -266.0% | -7.7% |
| All | +31.4% | +296.8% | -265.4% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling