-56.4%
FICO vs AGNC
+2.0%
-58.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.0% | -7.2% | -4.5% |
| 7D | +0.4% | +1.5% | -1.1% | -0.1% |
| 30D | +1.7% | +3.9% | -2.3% | +0.3% |
| 3M | -33.0% | -13.5% | -19.6% | -30.0% |
| 6M | -33.9% | -10.6% | -23.3% | -31.5% |
| YTD | -58.5% | -7.2% | -51.3% | -57.7% |
| 1Y | -56.4% | 0.0% | -56.3% | -58.6% |
| All | -56.4% | +2.0% | -58.3% | -58.6% |
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 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