+2,443.2%
FTAI vs AGNC
+101.6%
+2,341.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.6% |
| 7D | -5.2% | -4.7% | -0.5% | -2.2% |
| 30D | -17.9% | -5.7% | -12.2% | -14.8% |
| 3M | -22.7% | +1.9% | -24.6% | -23.9% |
| 6M | -28.0% | +1.8% | -29.8% | -28.6% |
| YTD | -5.0% | +3.4% | -8.4% | -6.7% |
| 1Y | +10.4% | +13.6% | -3.2% | +1.9% |
| 3Y | +425.2% | +60.4% | +364.9% | +287.0% |
| 5Y | +890.3% | +27.0% | +863.4% | +738.4% |
| 10Y | +3,106.5% | +83.1% | +3,023.5% | +2,272.1% |
| All | +2,443.2% | +101.6% | +2,341.6% | +1,674.5% |
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