+1.9%
AKAM vs NLY
+64.2%
-62.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.1% |
| 7D | +1.5% | -4.0% | +5.5% | +3.3% |
| 30D | -13.0% | -5.2% | -7.8% | -11.0% |
| 3M | -19.4% | +2.8% | -22.2% | -20.8% |
| 6M | +0.3% | +4.2% | -3.9% | -2.4% |
| YTD | +22.4% | +4.7% | +17.7% | +18.9% |
| 1Y | +34.8% | +12.7% | +22.1% | +26.2% |
| 3Y | +1.9% | +62.5% | -60.6% | -17.8% |
| All | +1.9% | +64.2% | -62.2% | -17.8% |
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