+8.2%
AJG vs NLY
+64.2%
-55.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.2% |
| 7D | -8.3% | -4.0% | -4.3% | -7.8% |
| 30D | -5.7% | -5.2% | -0.4% | -5.0% |
| 3M | +9.1% | +2.8% | +6.3% | +8.7% |
| 6M | +15.2% | +4.2% | +11.0% | +14.4% |
| YTD | -6.3% | +4.7% | -11.0% | -7.1% |
| 1Y | -19.1% | +12.7% | -31.9% | -20.6% |
| 3Y | +8.2% | +62.5% | -54.3% | +2.2% |
| All | +8.2% | +64.2% | -55.9% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling