+57.7%
AMGN vs NLY
+64.2%
-6.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.1% |
| 7D | -13.7% | -4.0% | -9.7% | -12.1% |
| 30D | -8.8% | -5.2% | -3.6% | -6.6% |
| 3M | +7.2% | +2.8% | +4.4% | +5.9% |
| 6M | +1.3% | +4.2% | -2.9% | -0.6% |
| YTD | +17.6% | +4.7% | +13.0% | +14.9% |
| 1Y | +37.2% | +12.7% | +24.4% | +29.4% |
| 3Y | +57.7% | +62.5% | -4.8% | +28.1% |
| All | +57.7% | +64.2% | -6.4% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling