+169.8%
AMAT vs NLY
+12.5%
+157.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | +0.4% | -4.0% | +4.4% | +2.6% |
| 30D | -16.6% | -5.2% | -11.4% | -14.3% |
| 3M | -17.3% | +2.8% | -20.1% | -18.9% |
| 6M | +30.3% | +4.2% | +26.1% | +27.2% |
| YTD | +78.3% | +4.7% | +73.6% | +77.8% |
| 1Y | +169.8% | +12.7% | +157.0% | +168.3% |
| All | +169.8% | +12.5% | +157.2% | +168.3% |
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