+2,250.8%
ADP vs NLY
+1,239.1%
+1,011.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -5.7% | -0.4% | -5.2% | -5.6% |
| 30D | -3.1% | -1.3% | -1.8% | -2.8% |
| 3M | +15.6% | +7.6% | +8.0% | +13.7% |
| 6M | +20.8% | +8.9% | +11.9% | +18.2% |
| YTD | +4.7% | +8.1% | -3.3% | +2.6% |
| 1Y | -8.3% | +15.8% | -24.1% | -11.6% |
| 3Y | +13.6% | +70.2% | -56.6% | -0.2% |
| 5Y | +45.0% | +30.0% | +15.1% | +33.5% |
| 10Y | +279.0% | +86.8% | +192.2% | +216.7% |
| All | +2,250.8% | +1,239.1% | +1,011.7% | +1,621.1% |
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