+1,288.3%
AMT vs NLY
+1,440.7%
-152.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.5% |
| 7D | -2.7% | -3.6% | +1.0% | -1.5% |
| 30D | +2.0% | -4.9% | +6.9% | +3.8% |
| 3M | -9.3% | +6.2% | -15.5% | -11.3% |
| 6M | -5.2% | +4.5% | -9.7% | -6.9% |
| YTD | +0.5% | +5.1% | -4.7% | -1.6% |
| 1Y | -7.3% | +13.5% | -20.8% | -11.7% |
| 3Y | +6.2% | +65.6% | -59.4% | -11.7% |
| 5Y | -31.2% | +26.9% | -58.1% | -38.4% |
| 10Y | +102.5% | +81.8% | +20.7% | +52.6% |
| All | +1,288.3% | +1,440.7% | -152.4% | +433.8% |
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