+278.9%
ADP vs NLY
+81.8%
+197.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.1% |
| 7D | -2.8% | -4.0% | +1.2% | -1.5% |
| 30D | +0.2% | -5.2% | +5.5% | +1.9% |
| 3M | +20.5% | +2.8% | +17.7% | +19.3% |
| 6M | +28.8% | +4.2% | +24.6% | +26.5% |
| YTD | +6.6% | +4.7% | +2.0% | +4.4% |
| 1Y | -6.9% | +12.7% | -19.6% | -11.1% |
| 3Y | +16.1% | +62.5% | -46.4% | -2.9% |
| 5Y | +49.3% | +26.3% | +23.0% | +33.9% |
| All | +278.9% | +81.8% | +197.1% | +220.3% |
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 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