+187.4%
ABBV vs NLY
+25.6%
+161.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +0.3% | -4.0% | +4.2% | +0.9% |
| 30D | +3.4% | -5.2% | +8.6% | +4.2% |
| 3M | +15.2% | +2.8% | +12.4% | +14.7% |
| 6M | +14.7% | +4.2% | +10.5% | +13.8% |
| YTD | +15.2% | +4.7% | +10.5% | +14.1% |
| 1Y | +20.4% | +12.7% | +7.6% | +17.8% |
| 3Y | +91.3% | +62.5% | +28.8% | +78.4% |
| All | +187.4% | +25.6% | +161.8% | +167.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling