+14,251.7%
FIX vs AGNC
+660.4%
+13,591.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.2% |
| 7D | +6.1% | +0.8% | +5.3% | +5.7% |
| 30D | -2.7% | -0.4% | -2.3% | -2.5% |
| 3M | -10.9% | +9.2% | -20.1% | -15.0% |
| 6M | +29.0% | +7.4% | +21.6% | +24.3% |
| YTD | +76.9% | +8.8% | +68.0% | +69.6% |
| 1Y | +130.7% | +18.3% | +112.5% | +112.4% |
| 3Y | +790.7% | +71.2% | +719.5% | +584.5% |
| 5Y | +2,185.6% | +34.8% | +2,150.8% | +1,825.5% |
| 10Y | +5,993.3% | +85.8% | +5,907.5% | +4,246.2% |
| All | +14,251.7% | +660.4% | +13,591.3% | +4,619.5% |
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