+16.9%
APA vs NLY
+64.2%
-47.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +4.6% | -4.0% | +8.6% | +5.9% |
| 30D | +11.9% | -5.2% | +17.1% | +13.8% |
| 3M | +22.5% | +2.8% | +19.6% | +20.7% |
| 6M | +37.5% | +4.2% | +33.3% | +33.4% |
| YTD | +87.2% | +4.7% | +82.5% | +80.6% |
| 1Y | +101.4% | +12.7% | +88.7% | +85.7% |
| 3Y | +16.9% | +62.5% | -45.6% | -5.5% |
| All | +16.9% | +64.2% | -47.3% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling