-99.0%
AMC vs NLY
+81.8%
-180.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.5% |
| 7D | -7.2% | -4.0% | -3.2% | -5.3% |
| 30D | -2.8% | -5.2% | +2.5% | -0.2% |
| 3M | +7.9% | +2.8% | +5.1% | +6.3% |
| 6M | +119.6% | +4.2% | +115.4% | +116.4% |
| YTD | +57.7% | +4.7% | +53.0% | +54.8% |
| 1Y | -12.1% | +12.7% | -24.9% | -16.9% |
| 3Y | -66.5% | +62.5% | -129.0% | -73.5% |
| 5Y | -99.5% | +26.3% | -125.8% | -99.6% |
| All | -99.0% | +81.8% | -180.8% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling