-98.1%
AMC vs NLY
+168.2%
-266.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | -1.2% | -1.4% | +0.2% | -0.4% |
| 3M | +42.2% | +12.0% | +30.2% | +34.9% |
| 6M | +118.8% | +8.3% | +110.5% | +111.8% |
| YTD | +64.1% | +8.6% | +55.5% | +58.5% |
| 1Y | -9.5% | +16.9% | -26.5% | -15.7% |
| 3Y | -64.3% | +71.0% | -135.4% | -72.2% |
| 5Y | -99.5% | +31.1% | -130.5% | -99.5% |
| 10Y | -98.9% | +81.0% | -179.9% | -99.2% |
| All | -98.1% | +168.2% | -266.4% | -98.6% |
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