+106.2%
AMT vs NLY
+81.8%
+24.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.0% |
| 7D | +1.1% | -4.0% | +5.1% | +2.6% |
| 30D | +4.4% | -5.2% | +9.6% | +6.4% |
| 3M | -5.2% | +2.8% | -8.0% | -6.3% |
| 6M | -0.8% | +4.2% | -5.0% | -2.6% |
| YTD | +3.3% | +4.7% | -1.4% | +1.2% |
| 1Y | -6.0% | +12.7% | -18.8% | -10.6% |
| 3Y | +9.6% | +62.5% | -53.0% | -9.8% |
| 5Y | -29.2% | +26.3% | -55.6% | -37.7% |
| All | +106.2% | +81.8% | +24.4% | +52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling