-38.6%
FICO vs AGNC
+22.6%
-61.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.1% | -16.6% | -16.7% |
| 7D | -19.2% | -1.2% | -18.0% | -18.9% |
| 30D | -14.6% | +0.9% | -15.5% | -14.7% |
| 3M | -20.1% | +7.0% | -27.1% | -21.2% |
| 6M | -36.3% | +3.9% | -40.2% | -37.1% |
| YTD | -44.9% | +8.5% | -53.4% | -46.0% |
| 1Y | -38.6% | +19.6% | -58.2% | -41.9% |
| All | -38.6% | +22.6% | -61.2% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling