+693.5%
AGNC vs BTG
+373.5%
+320.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -4.7% | -3.8% | -0.9% | -4.4% |
| 30D | -5.7% | +3.6% | -9.3% | -6.0% |
| 3M | +1.9% | +32.0% | -30.2% | -0.4% |
| 6M | +1.8% | +3.4% | -1.6% | +1.0% |
| YTD | +3.4% | +20.8% | -17.3% | +1.3% |
| 1Y | +13.6% | +22.4% | -8.8% | +10.8% |
| 3Y | +60.4% | +91.7% | -31.3% | +50.1% |
| 5Y | +27.0% | +79.0% | -52.0% | +18.6% |
| 10Y | +83.1% | +152.6% | -69.5% | +65.1% |
| All | +693.5% | +373.5% | +320.0% | +551.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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