+162.8%
FTNT vs AGNC
+26.7%
+136.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -0.1% | -4.7% | +4.6% | +1.6% |
| 30D | -3.0% | -5.7% | +2.7% | -0.9% |
| 3M | +7.6% | +1.9% | +5.7% | +6.6% |
| 6M | +87.0% | +1.8% | +85.2% | +84.4% |
| YTD | +96.5% | +3.4% | +93.1% | +92.0% |
| 1Y | +92.9% | +13.6% | +79.3% | +81.3% |
| 3Y | +139.8% | +60.4% | +79.5% | +94.8% |
| All | +162.8% | +26.7% | +136.2% | +157.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling