+1,309.7%
ABT vs NLY
+1,197.0%
+112.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -5.9% | -4.0% | -1.9% | -5.3% |
| 30D | -8.1% | -5.2% | -2.8% | -7.3% |
| 3M | +14.5% | +2.8% | +11.7% | +14.0% |
| 6M | -6.3% | +4.2% | -10.5% | -6.9% |
| YTD | -17.1% | +4.7% | -21.8% | -17.9% |
| 1Y | -21.4% | +12.7% | -34.1% | -23.0% |
| 3Y | +5.9% | +62.5% | -56.6% | -2.6% |
| 5Y | -12.8% | +26.3% | -39.1% | -17.5% |
| 10Y | +200.1% | +81.0% | +119.1% | +163.0% |
| All | +1,309.7% | +1,197.0% | +112.7% | +1,071.5% |
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