+128,123.3%
AMZN vs NLY
+1,197.0%
+126,926.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | -0.7% | -4.0% | +3.3% | +0.4% |
| 30D | -3.9% | -5.2% | +1.3% | -2.6% |
| 3M | +6.3% | +2.8% | +3.5% | +5.5% |
| 6M | +20.8% | +4.2% | +16.6% | +19.4% |
| YTD | +11.2% | +4.7% | +6.6% | +9.8% |
| 1Y | +11.7% | +12.7% | -1.1% | +8.1% |
| 3Y | +79.4% | +62.5% | +16.9% | +57.7% |
| 5Y | +48.0% | +26.3% | +21.7% | +37.5% |
| 10Y | +575.6% | +81.0% | +494.6% | +455.4% |
| All | +128,123.3% | +1,197.0% | +126,926.3% | +123,542.8% |
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