+3,202.8%
AMD vs NLY
+1,245.6%
+1,957.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.3% | +6.0% |
| 7D | +10.0% | +0.4% | +9.6% | +9.8% |
| 30D | +4.6% | -1.4% | +6.0% | +5.1% |
| 3M | +3.1% | +12.0% | -8.9% | -1.3% |
| 6M | +162.8% | +8.3% | +154.5% | +154.9% |
| YTD | +136.2% | +8.6% | +127.6% | +128.6% |
| 1Y | +234.0% | +16.9% | +217.1% | +213.9% |
| 3Y | +376.7% | +71.0% | +305.7% | +290.6% |
| 5Y | +376.3% | +31.1% | +345.3% | +326.7% |
| 10Y | +8,017.8% | +81.0% | +7,936.8% | +6,111.4% |
| All | +3,202.8% | +1,245.6% | +1,957.2% | +1,967.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling