+6,577.3%
FIX vs AGNC
+83.7%
+6,493.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.5% |
| 7D | +5.0% | -4.7% | +9.7% | +7.6% |
| 30D | -2.7% | -5.7% | +3.0% | +0.2% |
| 3M | -8.2% | +1.9% | -10.1% | -9.7% |
| 6M | +20.3% | +1.8% | +18.5% | +18.6% |
| YTD | +81.4% | +3.4% | +78.0% | +77.6% |
| 1Y | +121.5% | +13.6% | +107.9% | +106.4% |
| 3Y | +807.4% | +60.4% | +747.1% | +603.6% |
| 5Y | +2,306.7% | +27.0% | +2,279.8% | +1,981.6% |
| All | +6,577.3% | +83.7% | +6,493.7% | +5,245.4% |
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