+3,847.4%
ANET vs NLY
+81.8%
+3,765.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +5.7% |
| 7D | +3.0% | -4.0% | +7.0% | +4.3% |
| 30D | -5.2% | -5.2% | +0.1% | -3.7% |
| 3M | +27.6% | +2.8% | +24.8% | +26.3% |
| 6M | +44.4% | +4.2% | +40.2% | +42.2% |
| YTD | +52.3% | +4.7% | +47.7% | +49.7% |
| 1Y | +30.4% | +12.7% | +17.7% | +25.1% |
| 3Y | +313.3% | +62.5% | +250.7% | +253.4% |
| 5Y | +810.0% | +26.3% | +783.7% | +716.2% |
| All | +3,847.4% | +81.8% | +3,765.6% | +3,377.6% |
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