-79.9%
FIG vs AGNC
+23.9%
-103.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +4.8% |
| 7D | -3.8% | -4.7% | +0.9% | -4.0% |
| 30D | -2.3% | -5.7% | +3.4% | -2.7% |
| 3M | +20.0% | +1.9% | +18.1% | +21.1% |
| 6M | -16.7% | +1.8% | -18.5% | -16.8% |
| YTD | -37.9% | +3.4% | -41.4% | -37.4% |
| 1Y | -58.5% | +13.6% | -72.1% | -57.7% |
| All | -79.9% | +23.9% | -103.8% | -76.0% |
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