+9,290.5%
FTNT vs AGNC
+304.8%
+8,985.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -0.1% | -4.7% | +4.6% | +1.3% |
| 30D | -3.0% | -5.7% | +2.7% | -1.2% |
| 3M | +7.6% | +1.9% | +5.7% | +6.8% |
| 6M | +87.0% | +1.8% | +85.2% | +84.9% |
| YTD | +96.5% | +3.4% | +93.1% | +93.0% |
| 1Y | +92.9% | +13.6% | +79.3% | +83.7% |
| 3Y | +139.8% | +60.4% | +79.5% | +102.7% |
| 5Y | +151.3% | +27.0% | +124.4% | +125.1% |
| 10Y | +2,082.2% | +83.1% | +1,999.1% | +1,646.8% |
| All | +9,290.5% | +304.8% | +8,985.6% | +5,566.9% |
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