+409.0%
AG vs NLY
+348.4%
+60.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -2.8% |
| 7D | -6.7% | -4.0% | -2.7% | -5.3% |
| 30D | +2.2% | -5.2% | +7.4% | +4.2% |
| 3M | +15.7% | +2.8% | +12.9% | +14.7% |
| 6M | -23.8% | +4.2% | -28.0% | -24.6% |
| YTD | +17.6% | +4.7% | +13.0% | +16.5% |
| 1Y | +88.6% | +12.7% | +75.9% | +81.6% |
| 3Y | +253.4% | +62.5% | +190.9% | +198.8% |
| 5Y | +62.4% | +26.3% | +36.1% | +47.8% |
| 10Y | +61.2% | +81.0% | -19.7% | +27.4% |
| All | +409.0% | +348.4% | +60.5% | +221.3% |
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 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