+42.4%
FCEL vs AGNC
+2.0%
+40.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.0% | -10.0% | -9.4% |
| 7D | -14.9% | +1.5% | -16.3% | -16.1% |
| 30D | -41.7% | +3.9% | -45.6% | -43.9% |
| 3M | -53.2% | -13.5% | -39.7% | -44.7% |
| 6M | -19.0% | -10.6% | -8.4% | -9.3% |
| YTD | +44.2% | -7.2% | +51.4% | +51.4% |
| 1Y | +42.4% | 0.0% | +42.5% | +32.9% |
| All | +42.4% | +2.0% | +40.5% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling