+27.5%
AGNC vs AFRM
-38.8%
+66.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -4.4% | -8.5% | +4.1% | -3.5% |
| 30D | -5.4% | -11.4% | +6.0% | -4.3% |
| 3M | +3.5% | +8.2% | -4.8% | +2.3% |
| 6M | +1.7% | +36.6% | -34.9% | -2.2% |
| YTD | +3.9% | -8.7% | +12.5% | +3.7% |
| 1Y | +13.8% | -19.9% | +33.7% | +14.6% |
| 3Y | +63.3% | +202.6% | -139.3% | +33.7% |
| 5Y | +27.5% | -45.0% | +72.5% | +1.3% |
| All | +27.5% | -38.8% | +66.3% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling