-99.1%
FCEL vs AGNC
+83.7%
-182.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.3% |
| 7D | +6.3% | -4.7% | +11.0% | +11.5% |
| 30D | -26.7% | -5.7% | -21.0% | -22.4% |
| 3M | -10.2% | +1.9% | -12.0% | -12.0% |
| 6M | +123.5% | +1.8% | +121.7% | +118.7% |
| YTD | +117.4% | +3.4% | +113.9% | +111.2% |
| 1Y | +146.0% | +13.6% | +132.4% | +117.9% |
| 3Y | -61.9% | +60.4% | -122.3% | -75.5% |
| 5Y | -90.5% | +27.0% | -117.5% | -92.3% |
| All | -99.1% | +83.7% | -182.8% | -99.4% |
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