-99.8%
AMIX vs NLY
+60.8%
-160.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.3% |
| 7D | +1.6% | -0.4% | +2.0% | +1.5% |
| 30D | -50.8% | -1.3% | -49.5% | -50.9% |
| 3M | -46.3% | +7.6% | -53.9% | -46.3% |
| 6M | -49.9% | +8.9% | -58.7% | -49.8% |
| YTD | -60.4% | +8.1% | -68.5% | -60.5% |
| 1Y | -81.7% | +15.8% | -97.5% | -81.9% |
| All | -99.8% | +60.8% | -160.5% | -99.8% |
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 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