-3.7%
APA vs NLY
+81.8%
-85.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | +4.6% | -4.0% | +8.6% | +7.3% |
| 30D | +11.9% | -5.2% | +17.1% | +15.7% |
| 3M | +22.5% | +2.8% | +19.6% | +19.5% |
| 6M | +37.5% | +4.2% | +33.3% | +30.4% |
| YTD | +87.2% | +4.7% | +82.5% | +76.4% |
| 1Y | +101.4% | +12.7% | +88.7% | +79.7% |
| 3Y | +16.9% | +62.5% | -45.6% | -20.2% |
| 5Y | +178.4% | +26.3% | +152.1% | +126.6% |
| All | -3.7% | +81.8% | -85.5% | -16.4% |
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