-99.8%
AMIX vs NLY
+61.5%
-161.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.3% |
| 7D | -3.4% | +0.4% | -3.8% | -3.3% |
| 30D | -54.4% | -1.4% | -53.0% | -54.4% |
| 3M | -45.7% | +12.0% | -57.8% | -45.7% |
| 6M | -49.2% | +8.3% | -57.5% | -49.1% |
| YTD | -60.3% | +8.6% | -68.9% | -60.4% |
| 1Y | -81.4% | +16.9% | -98.3% | -81.5% |
| All | -99.8% | +61.5% | -161.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling