+46.9%
AA vs NLY
+1,202.9%
-1,156.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.7% | -2.1% | -3.6% |
| 7D | -5.4% | -3.6% | -1.8% | -3.8% |
| 30D | -10.7% | -4.9% | -5.8% | -8.6% |
| 3M | -26.2% | +6.2% | -32.4% | -28.1% |
| 6M | -20.9% | +4.5% | -25.4% | -22.6% |
| YTD | -8.6% | +5.1% | -13.8% | -11.0% |
| 1Y | +57.4% | +13.5% | +43.9% | +47.9% |
| 3Y | +77.8% | +65.6% | +12.2% | +42.8% |
| 5Y | +2.7% | +26.9% | -24.2% | -8.3% |
| 10Y | +121.2% | +81.8% | +39.4% | +71.7% |
| All | +46.9% | +1,202.9% | -1,156.1% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling