+8,589.1%
AMD vs NLY
+81.8%
+8,507.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +2.9% | +2.7% |
| 7D | +8.1% | -4.0% | +12.1% | +10.0% |
| 30D | +6.9% | -5.2% | +12.1% | +9.2% |
| 3M | +5.7% | +2.8% | +2.8% | +4.1% |
| 6M | +152.0% | +4.2% | +147.8% | +147.3% |
| YTD | +141.0% | +4.7% | +136.3% | +135.7% |
| 1Y | +231.6% | +12.7% | +218.8% | +213.1% |
| 3Y | +390.1% | +62.5% | +327.5% | +297.5% |
| 5Y | +390.6% | +26.3% | +364.3% | +329.9% |
| All | +8,589.1% | +81.8% | +8,507.2% | +7,295.2% |
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