+528.7%
FAST vs AGNC
+83.7%
+445.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.6% | -4.7% | +4.1% | +0.8% |
| 30D | -5.6% | -5.7% | +0.1% | -4.0% |
| 3M | +6.9% | +1.9% | +5.0% | +6.2% |
| 6M | +7.0% | +1.8% | +5.2% | +6.2% |
| YTD | +24.9% | +3.4% | +21.5% | +23.4% |
| 1Y | +6.5% | +13.6% | -7.1% | +2.4% |
| 3Y | +94.1% | +60.4% | +33.8% | +67.7% |
| 5Y | +107.7% | +27.0% | +80.7% | +88.6% |
| All | +528.7% | +83.7% | +445.0% | +450.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling