+60.4%
AGNC vs FROG
+218.8%
-158.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | -4.7% | -0.5% | -4.2% | -4.7% |
| 30D | -5.7% | +1.3% | -7.0% | -5.9% |
| 3M | +1.9% | +11.1% | -9.2% | +0.8% |
| 6M | +1.8% | +108.3% | -106.5% | -4.7% |
| YTD | +3.4% | +39.6% | -36.1% | -0.4% |
| 1Y | +13.6% | +74.7% | -61.1% | +6.1% |
| 3Y | +60.4% | +224.1% | -163.7% | +16.0% |
| All | +60.4% | +218.8% | -158.4% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 3y: compounded portfolio wealth divided by compounded FROG 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…
3y analysis · Full analysis span regression · 6 months rolling