+225.6%
FANG vs AGNC
+26.7%
+198.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +2.9% | -4.7% | +7.6% | +4.4% |
| 30D | +2.6% | -5.7% | +8.3% | +4.4% |
| 3M | +7.6% | +1.9% | +5.7% | +6.3% |
| 6M | +17.3% | +1.8% | +15.5% | +15.2% |
| YTD | +38.7% | +3.4% | +35.2% | +35.1% |
| 1Y | +51.6% | +13.6% | +38.0% | +42.3% |
| 3Y | +50.0% | +60.4% | -10.4% | +22.9% |
| All | +225.6% | +26.7% | +198.9% | +256.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 5y: compounded portfolio wealth divided by compounded AGNC 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…
5y analysis · Full analysis span regression · 6 months rolling