+11.9%
AJG vs NLY
-3.8%
+15.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.3% |
| 7D | -2.2% | -3.2% | +1.0% | -1.4% |
| 30D | +20.6% | +0.2% | +20.3% | +20.4% |
| 3M | +11.5% | -17.8% | +29.3% | +14.3% |
| 6M | +42.9% | -12.3% | +55.2% | +45.1% |
| YTD | +10.0% | -9.0% | +19.0% | +10.1% |
| 1Y | +11.9% | -4.6% | +16.5% | +11.5% |
| All | +11.9% | -3.8% | +15.7% | +11.5% |
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