+195.5%
AMGN vs NLY
+81.8%
+113.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.2% |
| 7D | -13.7% | -4.0% | -9.7% | -12.9% |
| 30D | -8.8% | -5.2% | -3.6% | -7.7% |
| 3M | +7.2% | +2.8% | +4.4% | +6.6% |
| 6M | +1.3% | +4.2% | -2.9% | +0.3% |
| YTD | +17.6% | +4.7% | +13.0% | +16.4% |
| 1Y | +37.2% | +12.7% | +24.4% | +33.6% |
| 3Y | +57.7% | +62.5% | -4.8% | +42.6% |
| 5Y | +106.3% | +26.3% | +79.9% | +92.0% |
| All | +195.5% | +81.8% | +113.7% | +185.9% |
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 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