+428.8%
FDX vs AGNC
+660.4%
-231.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | -3.3% | +0.8% | -4.1% | -3.6% |
| 30D | -1.4% | -0.4% | -1.0% | -1.3% |
| 3M | -4.5% | +9.2% | -13.7% | -8.1% |
| 6M | +9.4% | +7.4% | +2.0% | +5.9% |
| YTD | +36.0% | +8.8% | +27.2% | +30.9% |
| 1Y | +75.5% | +18.3% | +57.2% | +63.1% |
| 3Y | +62.8% | +71.2% | -8.4% | +28.7% |
| 5Y | +64.4% | +34.8% | +29.6% | +40.8% |
| 10Y | +175.5% | +85.8% | +89.6% | +101.7% |
| All | +428.8% | +660.4% | -231.6% | +77.6% |
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