-22.6%
FPS vs AGNC
-13.7%
-8.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +4.0% | -21.3% | -18.1% |
| 7D | -23.3% | +1.5% | -24.8% | -23.3% |
| 30D | -42.4% | +3.9% | -46.4% | -43.1% |
| 3M | -43.0% | -13.5% | -29.6% | -36.4% |
| 6M | -44.5% | -10.6% | -33.9% | -40.6% |
| All | -22.6% | -13.7% | -8.9% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling