+1,442.4%
ALB vs NLY
+1,202.9%
+239.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.0% |
| 7D | -7.6% | -3.6% | -4.0% | -6.2% |
| 30D | -5.6% | -4.9% | -0.7% | -3.7% |
| 3M | -16.8% | +6.2% | -23.0% | -19.0% |
| 6M | -26.3% | +4.5% | -30.8% | -27.9% |
| YTD | -13.2% | +5.1% | -18.4% | -15.4% |
| 1Y | +68.8% | +13.5% | +55.3% | +59.5% |
| 3Y | -30.7% | +65.6% | -96.3% | -42.7% |
| 5Y | -46.3% | +26.9% | -73.2% | -51.2% |
| 10Y | +81.7% | +81.8% | -0.1% | +42.0% |
| All | +1,442.4% | +1,202.9% | +239.5% | +700.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling