+37.0%
ABBV vs NLY
+0.3%
+36.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -0.9% | +2.1% | -2.9% | -1.2% |
| 30D | +8.7% | +2.3% | +6.4% | +8.2% |
| 3M | +17.8% | -13.7% | +31.5% | +20.4% |
| 6M | +41.7% | -9.6% | +51.3% | +44.0% |
| YTD | +29.9% | -6.5% | +36.4% | +28.5% |
| 1Y | +37.0% | -0.6% | +37.5% | +32.4% |
| All | +37.0% | +0.3% | +36.6% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling