+188.9%
AMAT vs NLY
+20.9%
+168.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | -1.5% | -1.0% | -0.5% | -1.0% |
| 30D | -14.8% | +0.6% | -15.4% | -15.1% |
| 3M | -9.3% | +10.8% | -20.1% | -14.6% |
| 6M | +27.4% | +6.2% | +21.2% | +22.9% |
| YTD | +77.6% | +9.0% | +68.5% | +73.0% |
| 1Y | +188.9% | +19.3% | +169.6% | +182.6% |
| All | +188.9% | +20.9% | +168.1% | +182.6% |
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