+1,440.5%
FANG vs AGNC
+81.8%
+1,358.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +2.9% | -4.7% | +7.6% | +5.1% |
| 30D | +2.6% | -5.7% | +8.3% | +5.3% |
| 3M | +7.6% | +1.9% | +5.7% | +5.8% |
| 6M | +17.3% | +1.8% | +15.5% | +14.3% |
| YTD | +38.7% | +3.4% | +35.2% | +33.8% |
| 1Y | +51.6% | +13.6% | +38.0% | +39.4% |
| 3Y | +50.0% | +60.4% | -10.4% | +13.7% |
| 5Y | +237.6% | +27.0% | +210.6% | +187.0% |
| 10Y | +180.7% | +83.1% | +97.6% | +114.7% |
| All | +1,440.5% | +81.8% | +1,358.8% | +1,037.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling