+14.6%
AMCR vs NLY
+81.8%
-67.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -6.3% | -4.0% | -2.3% | -5.0% |
| 30D | -7.8% | -5.2% | -2.6% | -6.1% |
| 3M | +7.5% | +2.8% | +4.7% | +6.6% |
| 6M | +2.7% | +4.2% | -1.5% | +1.5% |
| YTD | +6.0% | +4.7% | +1.4% | +4.4% |
| 1Y | +7.8% | +12.7% | -5.0% | +3.5% |
| 3Y | +5.8% | +62.5% | -56.8% | -10.4% |
| 5Y | -11.6% | +26.3% | -37.9% | -20.2% |
| All | +14.6% | +81.8% | -67.2% | -2.5% |
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 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