+245.0%
AGNC vs FN
+3,620.5%
-3,375.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.4% |
| 7D | -1.2% | -1.7% | +0.5% | -1.1% |
| 30D | +0.9% | -22.0% | +22.9% | +2.7% |
| 3M | +7.0% | -43.0% | +50.0% | +11.3% |
| 6M | +3.9% | -27.7% | +31.6% | +5.0% |
| YTD | +8.5% | -10.5% | +19.1% | +7.1% |
| 1Y | +19.6% | +12.5% | +7.1% | +14.9% |
| 3Y | +66.1% | +153.8% | -87.7% | +43.5% |
| 5Y | +31.8% | +288.0% | -256.2% | +8.1% |
| 10Y | +87.0% | +906.4% | -819.4% | +40.8% |
| All | +245.0% | +3,620.5% | -3,375.6% | +141.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling