+51.8%
FTNT vs AGNC
+2.0%
+49.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | +1.2% |
| 7D | -25.7% | +1.5% | -27.1% | -25.6% |
| 30D | -29.7% | +3.9% | -33.7% | -29.6% |
| 3M | -23.1% | -13.5% | -9.7% | -22.8% |
| 6M | +45.0% | -10.6% | +55.6% | +45.6% |
| YTD | +62.9% | -7.2% | +70.1% | +55.9% |
| 1Y | +51.8% | 0.0% | +51.9% | +37.3% |
| All | +51.8% | +2.0% | +49.9% | +37.3% |
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