+2.0%
FISV vs AGNC
+83.7%
-81.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.6% |
| 7D | -2.7% | -4.7% | +2.0% | -0.9% |
| 30D | 0.0% | -5.7% | +5.7% | +2.2% |
| 3M | -2.8% | +1.9% | -4.6% | -3.6% |
| 6M | -11.8% | +1.8% | -13.6% | -12.8% |
| YTD | -23.2% | +3.4% | -26.7% | -24.7% |
| 1Y | -62.0% | +13.6% | -75.6% | -63.9% |
| 3Y | -57.6% | +60.4% | -118.0% | -65.2% |
| 5Y | -53.4% | +27.0% | -80.4% | -58.4% |
| All | +2.0% | +83.7% | -81.7% | -21.0% |
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