+1,159.4%
ABBV vs NLY
+99.9%
+1,059.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +0.3% | -4.0% | +4.2% | +1.0% |
| 30D | +3.4% | -5.2% | +8.6% | +4.4% |
| 3M | +15.2% | +2.8% | +12.4% | +14.5% |
| 6M | +14.7% | +4.2% | +10.5% | +13.6% |
| YTD | +15.2% | +4.7% | +10.5% | +13.8% |
| 1Y | +20.4% | +12.7% | +7.6% | +17.2% |
| 3Y | +91.3% | +62.5% | +28.8% | +72.8% |
| 5Y | +189.6% | +26.3% | +163.2% | +170.7% |
| 10Y | +511.7% | +81.0% | +430.8% | +420.6% |
| All | +1,159.4% | +99.9% | +1,059.5% | +1,014.5% |
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