+65.2%
ALAB vs NLY
+20.9%
+44.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.1% | +9.8% | +9.8% |
| 7D | +7.2% | -1.0% | +8.2% | +7.8% |
| 30D | -2.5% | +0.6% | -3.1% | -3.0% |
| 3M | -13.3% | +10.8% | -24.1% | -18.2% |
| 6M | +172.8% | +6.2% | +166.6% | +160.0% |
| YTD | +86.6% | +9.0% | +77.6% | +76.2% |
| 1Y | +65.2% | +19.3% | +45.8% | +53.0% |
| All | +65.2% | +20.9% | +44.3% | +53.0% |
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