+95.5%
AMD vs NLY
+2.3%
+93.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | 0.0% |
| 7D | -15.5% | +3.5% | -19.0% | -16.2% |
| 30D | -22.6% | +3.6% | -26.2% | -23.3% |
| 3M | -5.7% | -13.6% | +7.9% | -0.2% |
| 6M | +43.1% | -9.1% | +52.2% | +48.3% |
| YTD | +128.2% | -6.1% | +134.3% | +139.5% |
| 1Y | +95.5% | +0.7% | +94.8% | +120.6% |
| All | +95.5% | +2.3% | +93.2% | +120.6% |
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