-37.8%
AFRM vs NLY
+26.2%
-64.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +3.7% |
| 7D | -8.5% | -3.6% | -4.9% | -3.5% |
| 30D | -11.4% | -4.9% | -6.4% | -4.4% |
| 3M | +8.2% | +6.2% | +2.1% | -0.6% |
| 6M | +36.6% | +4.5% | +32.1% | +28.2% |
| YTD | -8.7% | +5.1% | -13.8% | -15.8% |
| 1Y | -19.9% | +13.5% | -33.4% | -34.6% |
| 3Y | +202.6% | +65.6% | +137.0% | +42.7% |
| All | -37.8% | +26.2% | -64.0% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling