-60.9%
ADBE vs NLY
+25.6%
-86.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.6% |
| 7D | -5.4% | -4.0% | -1.4% | -3.5% |
| 30D | -2.5% | -5.2% | +2.7% | 0.0% |
| 3M | +15.3% | +2.8% | +12.4% | +13.9% |
| 6M | -7.8% | +4.2% | -12.1% | -10.0% |
| YTD | -27.9% | +4.7% | -32.6% | -30.1% |
| 1Y | -28.0% | +12.7% | -40.8% | -32.8% |
| 3Y | -55.3% | +62.5% | -117.9% | -66.0% |
| All | -60.9% | +25.6% | -86.5% | -62.7% |
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 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