-19.9%
ACHR vs NLY
+64.2%
-84.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.9% |
| 7D | -2.3% | -4.0% | +1.7% | +2.6% |
| 30D | -11.3% | -5.2% | -6.1% | -5.1% |
| 3M | +5.3% | +2.8% | +2.5% | +1.6% |
| 6M | -13.2% | +4.2% | -17.4% | -17.8% |
| YTD | -25.8% | +4.7% | -30.5% | -30.4% |
| 1Y | -34.3% | +12.7% | -47.0% | -44.7% |
| 3Y | -19.9% | +62.5% | -82.5% | -59.7% |
| All | -19.9% | +64.2% | -84.1% | -59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling