+245.8%
AMAT vs NLY
+26.0%
+219.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -1.5% |
| 7D | +4.2% | -3.6% | +7.8% | +6.5% |
| 30D | -13.5% | -4.9% | -8.6% | -10.9% |
| 3M | -8.6% | +6.2% | -14.8% | -12.0% |
| 6M | +31.6% | +4.5% | +27.1% | +27.7% |
| YTD | +77.3% | +5.1% | +72.1% | +71.6% |
| 1Y | +179.4% | +13.5% | +165.8% | +157.5% |
| 3Y | +215.0% | +65.6% | +149.5% | +129.9% |
| 5Y | +245.8% | +26.9% | +218.9% | +236.5% |
| All | +245.8% | +26.0% | +219.8% | +236.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling