+88.6%
AG vs NLY
+12.5%
+76.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -2.5% |
| 7D | -6.7% | -4.0% | -2.7% | -3.2% |
| 30D | +2.2% | -5.2% | +7.4% | +7.4% |
| 3M | +15.7% | +2.8% | +12.9% | +13.3% |
| 6M | -23.8% | +4.2% | -28.0% | -25.7% |
| YTD | +17.6% | +4.7% | +13.0% | +20.8% |
| 1Y | +88.6% | +12.7% | +75.9% | +101.7% |
| All | +88.6% | +12.5% | +76.1% | +101.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling