+40.2%
AMC vs NLY
+2.3%
+38.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.8% | +3.5% | +4.2% |
| 7D | +17.7% | +3.5% | +14.2% | +14.6% |
| 30D | +26.2% | +3.6% | +22.6% | +22.6% |
| 3M | +31.3% | -13.6% | +44.9% | +48.4% |
| 6M | +142.8% | -9.1% | +151.9% | +158.3% |
| YTD | +125.6% | -6.1% | +131.7% | +132.9% |
| 1Y | +40.2% | +0.7% | +39.5% | +39.9% |
| All | +40.2% | +2.3% | +38.0% | +39.9% |
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 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