+84.4%
FICO vs AGNC
+3.9%
+80.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +2.2% | -6.3% | +8.5% | +5.6% |
| 30D | +0.1% | -3.1% | +3.2% | +1.5% |
| 3M | -35.2% | -22.1% | -13.1% | -26.3% |
| 6M | -32.4% | -16.9% | -15.5% | -25.8% |
| YTD | -57.4% | -13.9% | -43.5% | -54.5% |
| 1Y | -58.5% | -6.9% | -51.7% | -57.6% |
| 3Y | -28.9% | +50.9% | -79.7% | -45.5% |
| All | +84.4% | +3.9% | +80.5% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling