+21.3%
ADM vs NLY
+2.3%
+19.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | +0.3% |
| 7D | -8.3% | +3.5% | -11.8% | -8.3% |
| 30D | -14.1% | +3.6% | -17.7% | -14.1% |
| 3M | -10.7% | -13.6% | +2.9% | -11.6% |
| 6M | -5.9% | -9.1% | +3.2% | -6.6% |
| YTD | +25.8% | -6.1% | +31.8% | +20.8% |
| 1Y | +21.3% | +0.7% | +20.6% | +12.6% |
| All | +21.3% | +2.3% | +19.0% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling