+648.3%
FICO vs AGNC
+83.7%
+564.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | +5.7% | -4.7% | +10.4% | +8.2% |
| 30D | -5.6% | -5.7% | 0.0% | -2.9% |
| 3M | -16.9% | +1.9% | -18.7% | -17.6% |
| 6M | -15.4% | +1.8% | -17.2% | -16.5% |
| YTD | -41.7% | +3.4% | -45.2% | -43.2% |
| 1Y | -38.3% | +13.6% | -51.9% | -42.6% |
| 3Y | +8.9% | +60.4% | -51.5% | -16.2% |
| 5Y | +118.3% | +27.0% | +91.3% | +82.5% |
| All | +648.3% | +83.7% | +564.6% | +432.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling