+107.2%
APA vs NLY
+2.3%
+104.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.8% | -10.7% | -4.8% |
| 7D | -13.0% | +3.5% | -16.5% | -11.1% |
| 30D | +2.0% | +3.6% | -1.6% | +4.1% |
| 3M | +24.9% | -13.6% | +38.5% | +15.8% |
| 6M | +7.2% | -9.1% | +16.3% | +3.5% |
| YTD | +87.1% | -6.1% | +93.2% | +83.1% |
| 1Y | +107.2% | +0.7% | +106.4% | +104.5% |
| All | +107.2% | +2.3% | +104.9% | +104.5% |
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