-91.1%
AMIX vs NLY
-6.9%
-84.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.7% | +1.2% |
| 7D | -9.9% | -5.9% | -4.0% | -11.8% |
| 30D | -52.8% | -2.8% | -50.0% | -53.0% |
| 3M | -80.0% | -21.6% | -58.4% | -82.8% |
| 6M | -80.2% | -14.5% | -65.7% | -82.2% |
| YTD | -88.1% | -12.4% | -75.7% | -88.4% |
| 1Y | -91.1% | -7.3% | -83.8% | -88.8% |
| All | -91.1% | -6.9% | -84.1% | -88.8% |
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