+651.5%
ADI vs NLY
+81.8%
+569.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.3% | +5.0% |
| 7D | +4.6% | -4.0% | +8.6% | +6.3% |
| 30D | -1.2% | -5.2% | +4.1% | +1.0% |
| 3M | -7.8% | +2.8% | -10.6% | -9.1% |
| 6M | +19.3% | +4.2% | +15.1% | +16.9% |
| YTD | +40.9% | +4.7% | +36.2% | +37.7% |
| 1Y | +54.5% | +12.7% | +41.7% | +46.1% |
| 3Y | +123.4% | +62.5% | +60.9% | +82.2% |
| 5Y | +142.3% | +26.3% | +116.0% | +113.9% |
| All | +651.5% | +81.8% | +569.7% | +519.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling