+1,707.6%
ADSK vs NLY
+1,197.0%
+510.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | -2.5% | -4.0% | +1.5% | -1.2% |
| 30D | -14.9% | -5.2% | -9.6% | -13.4% |
| 3M | +3.3% | +2.8% | +0.5% | +2.4% |
| 6M | -15.7% | +4.2% | -19.9% | -17.1% |
| YTD | -28.2% | +4.7% | -32.9% | -29.7% |
| 1Y | -34.5% | +12.7% | -47.3% | -37.5% |
| 3Y | -2.9% | +62.5% | -65.4% | -18.0% |
| 5Y | -25.3% | +26.3% | -51.6% | -32.1% |
| 10Y | +217.8% | +81.0% | +136.8% | +149.8% |
| All | +1,707.6% | +1,197.0% | +510.6% | +1,084.1% |
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