+3,731.9%
FICO vs AGNC
+660.4%
+3,071.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -15.4% | +0.8% | -16.2% | -15.7% |
| 30D | -10.4% | -0.4% | -10.0% | -10.1% |
| 3M | -22.7% | +9.2% | -31.9% | -25.9% |
| 6M | -36.8% | +7.4% | -44.2% | -39.2% |
| YTD | -44.8% | +8.8% | -53.6% | -47.4% |
| 1Y | -39.3% | +18.3% | -57.6% | -44.6% |
| 3Y | +3.7% | +71.2% | -67.4% | -22.4% |
| 5Y | +101.7% | +34.8% | +66.9% | +66.2% |
| 10Y | +602.8% | +85.8% | +516.9% | +375.4% |
| All | +3,731.9% | +660.4% | +3,071.5% | +926.0% |
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