+83.7%
FLEX vs AGNC
+7.1%
+76.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.2% |
| 7D | +6.4% | -1.0% | +7.4% | +7.2% |
| 30D | -5.9% | -1.2% | -4.6% | -5.1% |
| 3M | -23.5% | +5.4% | -28.8% | -28.7% |
| 6M | +83.7% | +6.7% | +77.0% | +68.6% |
| All | +83.7% | +7.1% | +76.6% | +68.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling