-100.0%
FCEL vs AGNC
+622.7%
-722.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.3% |
| 7D | +6.3% | -4.7% | +11.0% | +11.2% |
| 30D | -26.7% | -5.7% | -21.0% | -22.7% |
| 3M | -10.2% | +1.9% | -12.0% | -11.8% |
| 6M | +123.5% | +1.8% | +121.7% | +119.3% |
| YTD | +117.4% | +3.4% | +113.9% | +111.8% |
| 1Y | +146.0% | +13.6% | +132.4% | +119.8% |
| 3Y | -61.9% | +60.4% | -122.3% | -74.7% |
| 5Y | -90.5% | +27.0% | -117.5% | -92.2% |
| 10Y | -99.1% | +83.1% | -182.2% | -99.5% |
| All | -100.0% | +622.7% | -722.7% | -100.0% |
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