+4,804.8%
AMAT vs NLY
+1,250.9%
+3,553.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | -1.5% | -1.0% | -0.5% | -1.2% |
| 30D | -14.8% | +0.6% | -15.4% | -15.0% |
| 3M | -9.3% | +10.8% | -20.1% | -12.5% |
| 6M | +27.4% | +6.2% | +21.2% | +24.7% |
| YTD | +77.6% | +9.0% | +68.5% | +72.4% |
| 1Y | +188.9% | +19.3% | +169.6% | +171.6% |
| 3Y | +202.3% | +67.7% | +134.6% | +152.8% |
| 5Y | +248.9% | +29.7% | +219.2% | +215.1% |
| 10Y | +1,585.2% | +81.0% | +1,504.2% | +1,241.9% |
| All | +4,804.8% | +1,250.9% | +3,553.8% | +2,604.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling