+74.0%
ALB vs NLY
+81.8%
-7.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -3.0% | -3.2% |
| 7D | -6.6% | -4.0% | -2.6% | -4.4% |
| 30D | -8.1% | -5.2% | -2.9% | -5.3% |
| 3M | -25.7% | +2.8% | -28.5% | -27.2% |
| 6M | -29.5% | +4.2% | -33.7% | -31.6% |
| YTD | -16.2% | +4.7% | -20.9% | -19.2% |
| 1Y | +59.2% | +12.7% | +46.5% | +46.9% |
| 3Y | -33.7% | +62.5% | -96.3% | -49.5% |
| 5Y | -48.1% | +26.3% | -74.4% | -55.4% |
| All | +74.0% | +81.8% | -7.8% | +34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling