+3,400.3%
ADI vs NLY
+1,197.0%
+2,203.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.3% | +5.0% |
| 7D | +4.6% | -4.0% | +8.6% | +5.8% |
| 30D | -1.2% | -5.2% | +4.1% | +0.4% |
| 3M | -7.8% | +2.8% | -10.6% | -8.7% |
| 6M | +19.3% | +4.2% | +15.1% | +17.6% |
| YTD | +40.9% | +4.7% | +36.2% | +38.6% |
| 1Y | +54.5% | +12.7% | +41.7% | +48.5% |
| 3Y | +123.4% | +62.5% | +60.9% | +92.9% |
| 5Y | +142.3% | +26.3% | +116.0% | +122.3% |
| 10Y | +664.1% | +81.0% | +583.1% | +515.4% |
| All | +3,400.3% | +1,197.0% | +2,203.3% | +2,407.6% |
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