+206,581.7%
AAPL vs NLY
+1,197.0%
+205,384.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +3.8% | -4.0% | +7.8% | +4.9% |
| 30D | +9.9% | -5.2% | +15.2% | +11.4% |
| 3M | +12.5% | +2.8% | +9.7% | +11.6% |
| 6M | +27.6% | +4.2% | +23.4% | +26.1% |
| YTD | +22.6% | +4.7% | +17.9% | +20.7% |
| 1Y | +45.0% | +12.7% | +32.2% | +39.9% |
| 3Y | +87.8% | +62.5% | +25.2% | +64.3% |
| 5Y | +128.7% | +26.3% | +102.4% | +110.9% |
| 10Y | +1,308.9% | +81.0% | +1,227.9% | +1,053.6% |
| All | +206,581.7% | +1,197.0% | +205,384.7% | +141,168.6% |
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