-19.3%
AFRM vs NLY
+20.9%
-40.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -7.0% | -1.0% | -6.0% | -6.0% |
| 30D | -7.8% | +0.6% | -8.4% | -8.1% |
| 3M | +5.3% | +10.8% | -5.5% | -3.5% |
| 6M | +42.6% | +6.2% | +36.4% | +34.0% |
| YTD | -2.8% | +9.0% | -11.8% | -9.3% |
| 1Y | -19.3% | +19.3% | -38.6% | -30.2% |
| All | -19.3% | +20.9% | -40.2% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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