-45.4%
ALB vs NLY
+25.6%
-71.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -3.0% | -3.1% |
| 7D | -6.6% | -4.0% | -2.6% | -3.8% |
| 30D | -8.1% | -5.2% | -2.9% | -4.5% |
| 3M | -25.7% | +2.8% | -28.5% | -27.7% |
| 6M | -29.5% | +4.2% | -33.7% | -32.4% |
| YTD | -16.2% | +4.7% | -20.9% | -20.3% |
| 1Y | +59.2% | +12.7% | +46.5% | +42.6% |
| 3Y | -33.7% | +62.5% | -96.3% | -54.0% |
| All | -45.4% | +25.6% | -71.0% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling