+236.1%
ALNY vs NLY
+81.8%
+154.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | -6.5% | -4.0% | -2.6% | -5.5% |
| 30D | +11.0% | -5.2% | +16.3% | +12.7% |
| 3M | -14.1% | +2.8% | -16.9% | -14.7% |
| 6M | -22.4% | +4.2% | -26.6% | -23.3% |
| YTD | -37.5% | +4.7% | -42.1% | -38.3% |
| 1Y | -46.9% | +12.7% | -59.7% | -48.7% |
| 3Y | +22.1% | +62.5% | -40.5% | +7.2% |
| 5Y | +31.2% | +26.3% | +4.9% | +19.6% |
| All | +236.1% | +81.8% | +154.3% | +205.9% |
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