0.0%
AGNC vs FSLY
+161.0%
-161.0%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +1.5% | -22.2% | +23.7% | +1.7% |
| 30D | +3.9% | -19.1% | +23.1% | +4.1% |
| 3M | -13.5% | -15.7% | +2.2% | -13.4% |
| 6M | -10.6% | -23.5% | +12.9% | -10.6% |
| YTD | -7.2% | +106.6% | -113.8% | -6.7% |
| 1Y | 0.0% | +164.3% | -164.3% | +0.4% |
| All | 0.0% | +161.0% | -161.0% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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