+61.5%
ALB vs NLY
+20.9%
+40.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.4% | -4.4% |
| 7D | -8.1% | -1.0% | -7.1% | -7.8% |
| 30D | +6.3% | +0.6% | +5.6% | +6.1% |
| 3M | -23.6% | +10.8% | -34.4% | -26.2% |
| 6M | -24.6% | +6.2% | -30.8% | -27.0% |
| YTD | -10.3% | +9.0% | -19.3% | -14.4% |
| 1Y | +61.5% | +19.3% | +42.1% | +50.0% |
| All | +61.5% | +20.9% | +40.6% | +50.0% |
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