-40.6%
FIS vs AGNC
+83.7%
-124.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -7.9% | -4.7% | -3.2% | -6.0% |
| 30D | -8.0% | -5.7% | -2.3% | -5.7% |
| 3M | +0.6% | +1.9% | -1.3% | -0.3% |
| 6M | -22.2% | +1.8% | -24.0% | -23.3% |
| YTD | -40.8% | +3.4% | -44.2% | -42.3% |
| 1Y | -41.5% | +13.6% | -55.1% | -45.4% |
| 3Y | -25.5% | +60.4% | -85.9% | -41.0% |
| 5Y | -64.8% | +27.0% | -91.7% | -69.6% |
| All | -40.6% | +83.7% | -124.2% | -55.0% |
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 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