+215.4%
ADSK vs NLY
+81.8%
+133.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.6% |
| 7D | -2.5% | -4.0% | +1.5% | -0.9% |
| 30D | -14.9% | -5.2% | -9.6% | -12.9% |
| 3M | +3.3% | +2.8% | +0.5% | +2.1% |
| 6M | -15.7% | +4.2% | -19.9% | -17.5% |
| YTD | -28.2% | +4.7% | -32.9% | -30.1% |
| 1Y | -34.5% | +12.7% | -47.3% | -38.4% |
| 3Y | -2.9% | +62.5% | -65.4% | -22.4% |
| 5Y | -25.3% | +26.3% | -51.6% | -34.9% |
| All | +215.4% | +81.8% | +133.5% | +156.1% |
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 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