-99.8%
AMIX vs NLY
+56.4%
-156.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.4% | -4.4% |
| 7D | -6.3% | -3.6% | -2.7% | -6.7% |
| 30D | -51.9% | -4.9% | -47.0% | -52.2% |
| 3M | -44.9% | +6.2% | -51.1% | -45.1% |
| 6M | -47.9% | +4.5% | -52.4% | -48.1% |
| YTD | -62.0% | +5.1% | -67.2% | -62.2% |
| 1Y | -82.0% | +13.5% | -95.5% | -82.2% |
| All | -99.8% | +56.4% | -156.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling