+27.9%
AGNC vs BTDR
+19.6%
+8.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.5% |
| 7D | -4.7% | -3.4% | -1.3% | -4.6% |
| 30D | -5.7% | +32.6% | -38.3% | -6.7% |
| 3M | +1.9% | -32.2% | +34.1% | +2.7% |
| 6M | +1.8% | +52.4% | -50.6% | -0.6% |
| YTD | +3.4% | +6.7% | -3.2% | +1.9% |
| 1Y | +13.6% | -15.2% | +28.8% | +11.9% |
| 3Y | +60.4% | +14.9% | +45.5% | +52.9% |
| 5Y | +27.0% | +20.8% | +6.2% | +18.6% |
| All | +27.9% | +19.6% | +8.3% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling