+1,275.6%
FLEX vs AGNC
+648.3%
+627.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.5% |
| 7D | +6.4% | -1.0% | +7.4% | +7.0% |
| 30D | -5.9% | -1.2% | -4.6% | -5.2% |
| 3M | -23.5% | +5.4% | -28.8% | -26.0% |
| 6M | +83.7% | +6.7% | +77.0% | +76.8% |
| YTD | +86.5% | +7.1% | +79.4% | +78.9% |
| 1Y | +100.5% | +16.3% | +84.2% | +83.1% |
| 3Y | +469.8% | +68.5% | +401.4% | +316.7% |
| 5Y | +725.7% | +31.4% | +694.3% | +583.1% |
| 10Y | +1,086.7% | +89.6% | +997.1% | +683.0% |
| All | +1,275.6% | +648.3% | +627.3% | +219.5% |
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