+21.3%
AGNC vs FRMI
-79.6%
+100.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.3% | -5.4% | -0.2% |
| 7D | -1.2% | +2.4% | -3.6% | -1.3% |
| 30D | +0.9% | -17.3% | +18.2% | +1.1% |
| 3M | +7.0% | -17.2% | +24.1% | +7.0% |
| 6M | +3.9% | -43.4% | +47.3% | +4.4% |
| YTD | +8.5% | -36.0% | +44.5% | +9.1% |
| All | +21.3% | -79.6% | +100.9% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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