+369.5%
ALAB vs NLY
+56.8%
+312.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.7% |
| 7D | -6.2% | -4.0% | -2.2% | -3.3% |
| 30D | -8.7% | -5.2% | -3.4% | -5.1% |
| 3M | -20.7% | +2.8% | -23.6% | -22.6% |
| 6M | +133.5% | +4.2% | +129.3% | +125.6% |
| YTD | +75.1% | +4.7% | +70.4% | +67.6% |
| 1Y | +25.0% | +12.7% | +12.3% | +12.8% |
| All | +369.5% | +56.8% | +312.7% | +250.7% |
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