+26.4%
AGNC vs BTI
+118.0%
-91.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -4.7% | -0.2% | -4.5% | -4.7% |
| 30D | -5.7% | -1.1% | -4.6% | -5.5% |
| 3M | +1.9% | -8.8% | +10.6% | +4.2% |
| 6M | +1.8% | -4.0% | +5.8% | +2.3% |
| YTD | +3.4% | +0.4% | +3.1% | +2.6% |
| 1Y | +13.6% | +1.9% | +11.7% | +12.0% |
| 3Y | +60.4% | +108.5% | -48.1% | +22.9% |
| All | +26.4% | +118.0% | -91.6% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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