+319.0%
AMKR vs NLY
+1,399.5%
-1,080.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.6% |
| 7D | +8.3% | -4.0% | +12.3% | +10.2% |
| 30D | -6.8% | -5.2% | -1.5% | -4.6% |
| 3M | -31.9% | +2.8% | -34.8% | -33.1% |
| 6M | +18.4% | +4.2% | +14.2% | +15.9% |
| YTD | +31.7% | +4.7% | +27.0% | +28.5% |
| 1Y | +105.2% | +12.7% | +92.5% | +93.9% |
| 3Y | +147.7% | +62.5% | +85.2% | +101.7% |
| 5Y | +99.4% | +26.3% | +73.0% | +78.6% |
| 10Y | +539.7% | +81.0% | +458.7% | +393.5% |
| All | +319.0% | +1,399.5% | -1,080.4% | +72.6% |
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