+115.8%
FCX vs AGNC
+26.7%
+89.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -2.3% | -4.7% | +2.4% | +0.6% |
| 30D | +2.7% | -5.7% | +8.3% | +6.3% |
| 3M | +7.4% | +1.9% | +5.5% | +5.9% |
| 6M | +16.0% | +1.8% | +14.2% | +14.8% |
| YTD | +40.9% | +3.4% | +37.5% | +38.5% |
| 1Y | +56.4% | +13.6% | +42.8% | +45.8% |
| 3Y | +84.2% | +60.4% | +23.8% | +42.9% |
| All | +115.8% | +26.7% | +89.1% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling