+91.1%
AMKR vs NLY
+25.6%
+65.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.8% |
| 7D | +8.3% | -4.0% | +12.3% | +11.3% |
| 30D | -6.8% | -5.2% | -1.5% | -3.4% |
| 3M | -31.9% | +2.8% | -34.8% | -34.0% |
| 6M | +18.4% | +4.2% | +14.2% | +14.1% |
| YTD | +31.7% | +4.7% | +27.0% | +26.0% |
| 1Y | +105.2% | +12.7% | +92.5% | +86.0% |
| 3Y | +147.7% | +62.5% | +85.2% | +75.5% |
| All | +91.1% | +25.6% | +65.5% | +84.1% |
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