+25.4%
AGNC vs FRSH
-72.5%
+97.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.7% | -6.6% | +1.9% | -3.8% |
| 30D | -5.7% | +2.1% | -7.8% | -6.0% |
| 3M | +1.9% | +29.0% | -27.1% | -1.9% |
| 6M | +1.8% | +48.6% | -46.8% | -4.3% |
| YTD | +3.4% | -2.9% | +6.4% | +2.6% |
| 1Y | +13.6% | -7.9% | +21.5% | +13.4% |
| 3Y | +60.4% | -46.5% | +106.9% | +69.6% |
| All | +25.4% | -72.5% | +97.9% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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