+1,311.2%
FERG vs AGNC
+274.7%
+1,036.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -2.6% | -4.7% | +2.1% | -2.0% |
| 30D | -8.9% | -5.7% | -3.2% | -8.3% |
| 3M | -2.0% | +1.9% | -3.9% | -2.3% |
| 6M | -3.2% | +1.8% | -5.0% | -3.4% |
| YTD | +1.5% | +3.4% | -1.9% | +1.1% |
| 1Y | +0.5% | +13.6% | -13.1% | -0.8% |
| 3Y | +50.4% | +60.4% | -10.0% | +44.5% |
| 5Y | +68.7% | +27.0% | +41.7% | +58.3% |
| 10Y | +351.3% | +83.1% | +268.2% | +341.7% |
| All | +1,311.2% | +274.7% | +1,036.4% | +1,296.1% |
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 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