+38.7%
AGNC vs AFRM
-21.4%
+60.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -0.9% |
| 7D | -4.7% | -1.3% | -3.4% | -4.6% |
| 30D | -5.7% | -2.7% | -3.0% | -5.5% |
| 3M | +1.9% | +7.4% | -5.6% | +0.9% |
| 6M | +1.8% | +40.7% | -38.9% | -1.9% |
| YTD | +3.4% | -4.0% | +7.5% | +2.8% |
| 1Y | +13.6% | -12.2% | +25.9% | +13.3% |
| 3Y | +60.4% | +203.1% | -142.7% | +35.6% |
| 5Y | +27.0% | -42.2% | +69.2% | +4.2% |
| All | +38.7% | -21.4% | +60.1% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling