+628.3%
AGNC vs FTI
+207.8%
+420.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -4.7% | -4.4% | -0.3% | -3.9% |
| 30D | -5.7% | +1.5% | -7.2% | -6.0% |
| 3M | +1.9% | +8.2% | -6.3% | 0.0% |
| 6M | +1.8% | +18.8% | -17.0% | -2.0% |
| YTD | +3.4% | +71.7% | -68.2% | -7.0% |
| 1Y | +13.6% | +90.0% | -76.4% | 0.0% |
| 3Y | +60.4% | +270.5% | -210.1% | +22.2% |
| 5Y | +27.0% | +1,084.5% | -1,057.6% | -25.0% |
| 10Y | +83.1% | +302.9% | -219.8% | +16.2% |
| All | +628.3% | +207.8% | +420.5% | +287.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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