+195.2%
AMD vs NLY
+20.9%
+174.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +2.6% | -1.0% | +3.6% | +2.9% |
| 30D | -0.9% | +0.6% | -1.5% | -1.3% |
| 3M | -8.7% | +10.8% | -19.6% | -12.1% |
| 6M | +136.3% | +6.2% | +130.1% | +128.2% |
| YTD | +123.0% | +9.0% | +114.0% | +121.1% |
| 1Y | +195.2% | +19.3% | +175.9% | +202.6% |
| All | +195.2% | +20.9% | +174.3% | +202.6% |
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 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