-29.4%
AMT vs NLY
+25.6%
-55.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.0% |
| 7D | +1.1% | -4.0% | +5.1% | +2.9% |
| 30D | +4.4% | -5.2% | +9.6% | +6.8% |
| 3M | -5.2% | +2.8% | -8.0% | -6.5% |
| 6M | -0.8% | +4.2% | -5.0% | -3.0% |
| YTD | +3.3% | +4.7% | -1.4% | +0.7% |
| 1Y | -6.0% | +12.7% | -18.8% | -11.6% |
| 3Y | +9.6% | +62.5% | -53.0% | -14.1% |
| All | -29.4% | +25.6% | -55.0% | -38.7% |
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