+45.9%
AGNC vs AFRM
-20.7%
+66.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +0.8% | +3.1% | -2.3% | +0.5% |
| 30D | -0.4% | -4.2% | +3.8% | -0.1% |
| 3M | +9.2% | +10.1% | -0.9% | +8.0% |
| 6M | +7.4% | +39.4% | -32.0% | +3.6% |
| YTD | +8.8% | -3.2% | +12.0% | +8.1% |
| 1Y | +18.3% | -16.1% | +34.3% | +18.4% |
| 3Y | +71.2% | +220.8% | -149.6% | +44.0% |
| 5Y | +34.8% | -17.7% | +52.4% | +9.9% |
| All | +45.9% | -20.7% | +66.6% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling