+6.7%
AMZN vs NLY
+2.3%
+4.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.8% | +2.3% | +4.8% |
| 7D | +4.5% | +3.5% | +1.0% | +3.2% |
| 30D | +5.8% | +3.6% | +2.2% | +4.4% |
| 3M | -4.1% | -13.6% | +9.5% | +2.4% |
| 6M | -2.2% | -9.1% | +6.9% | +1.3% |
| YTD | +15.3% | -6.1% | +21.3% | +17.2% |
| 1Y | +6.7% | +0.7% | +6.0% | +3.5% |
| All | +6.7% | +2.3% | +4.4% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling