-82.0%
AMIX vs NLY
+12.3%
-94.3%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.4% | -5.7% |
| 7D | -6.3% | -3.6% | -2.7% | -8.5% |
| 30D | -51.9% | -4.9% | -47.0% | -53.4% |
| 3M | -44.9% | +6.2% | -51.1% | -44.0% |
| 6M | -47.9% | +4.5% | -52.4% | -47.4% |
| YTD | -62.0% | +5.1% | -67.2% | -61.0% |
| 1Y | -82.0% | +13.5% | -95.5% | -80.5% |
| All | -82.0% | +12.3% | -94.3% | -80.5% |
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