+2,164.4%
FIX vs AGNC
+26.8%
+2,137.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | 0.0% |
| 7D | +0.7% | -4.4% | +5.1% | +2.9% |
| 30D | -5.7% | -5.4% | -0.3% | -3.2% |
| 3M | -7.4% | +3.5% | -10.9% | -9.6% |
| 6M | +15.1% | +1.7% | +13.4% | +13.5% |
| YTD | +70.7% | +3.9% | +66.8% | +66.8% |
| 1Y | +111.9% | +13.8% | +98.1% | +97.9% |
| 3Y | +759.5% | +63.3% | +696.2% | +577.1% |
| 5Y | +2,164.4% | +27.5% | +2,136.9% | +1,995.1% |
| All | +2,164.4% | +26.8% | +2,137.5% | +1,995.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling