+92.4%
FOXA vs AGNC
+47.3%
+45.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +0.8% | -4.7% | +5.5% | +2.6% |
| 30D | +5.0% | -5.7% | +10.7% | +7.4% |
| 3M | -3.0% | +1.9% | -4.9% | -4.0% |
| 6M | +14.8% | +1.8% | +13.0% | +13.2% |
| YTD | -8.9% | +3.4% | -12.4% | -11.0% |
| 1Y | +13.3% | +13.6% | -0.3% | +6.3% |
| 3Y | +115.4% | +60.4% | +55.0% | +73.5% |
| 5Y | +95.3% | +27.0% | +68.3% | +73.4% |
| All | +92.4% | +47.3% | +45.1% | +51.7% |
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