+123.4%
ADI vs NLY
+64.2%
+59.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.3% | +5.1% |
| 7D | +4.6% | -4.0% | +8.6% | +7.1% |
| 30D | -1.2% | -5.2% | +4.1% | +2.0% |
| 3M | -7.8% | +2.8% | -10.6% | -9.8% |
| 6M | +19.3% | +4.2% | +15.1% | +15.5% |
| YTD | +40.9% | +4.7% | +36.2% | +35.7% |
| 1Y | +54.5% | +12.7% | +41.7% | +41.4% |
| 3Y | +123.4% | +62.5% | +60.9% | +64.3% |
| All | +123.4% | +64.2% | +59.3% | +64.3% |
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