-63.9%
ALNY vs NLY
+0.3%
-64.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -10.0% | +2.1% | -12.0% | -10.7% |
| 30D | -30.0% | +2.3% | -32.4% | -30.8% |
| 3M | -31.5% | -13.7% | -17.8% | -26.5% |
| 6M | -48.0% | -9.6% | -38.4% | -45.1% |
| YTD | -60.6% | -6.5% | -54.1% | -59.7% |
| 1Y | -63.9% | -0.6% | -63.4% | -63.0% |
| All | -63.9% | +0.3% | -64.3% | -63.0% |
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