+5.8%
AMCR vs NLY
+64.2%
-58.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -6.3% | -4.0% | -2.3% | -4.4% |
| 30D | -7.8% | -5.2% | -2.6% | -5.4% |
| 3M | +7.5% | +2.8% | +4.7% | +6.2% |
| 6M | +2.7% | +4.2% | -1.5% | +0.9% |
| YTD | +6.0% | +4.7% | +1.4% | +3.7% |
| 1Y | +7.8% | +12.7% | -5.0% | +2.0% |
| 3Y | +5.8% | +62.5% | -56.8% | -13.9% |
| All | +5.8% | +64.2% | -58.4% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling