0.0%
AGNC vs BTDR
-69.9%
+69.8%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.6% | +9.6% | +4.2% |
| 7D | +1.5% | -17.6% | +19.0% | +2.3% |
| 30D | +3.9% | -40.3% | +44.2% | +6.4% |
| 3M | -13.5% | -42.6% | +29.2% | -11.5% |
| 6M | -10.6% | -46.3% | +35.7% | -9.4% |
| YTD | -7.2% | -41.7% | +34.6% | -7.3% |
| 1Y | 0.0% | -69.4% | +69.4% | +2.6% |
| All | 0.0% | -69.9% | +69.8% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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