+752.3%
ADM vs NLY
+1,202.9%
-450.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.1% |
| 7D | +3.0% | -3.6% | +6.6% | +4.0% |
| 30D | +8.7% | -4.9% | +13.6% | +10.1% |
| 3M | +7.6% | +6.2% | +1.4% | +5.7% |
| 6M | +26.9% | +4.5% | +22.4% | +24.8% |
| YTD | +54.3% | +5.1% | +49.1% | +51.4% |
| 1Y | +45.7% | +13.5% | +32.1% | +39.9% |
| 3Y | +21.9% | +65.6% | -43.7% | +5.0% |
| 5Y | +67.2% | +26.9% | +40.2% | +51.7% |
| 10Y | +177.7% | +81.8% | +95.9% | +123.2% |
| All | +752.3% | +1,202.9% | -450.6% | +441.9% |
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