+257.6%
APA vs NLY
+1,202.9%
-945.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.3% |
| 7D | +0.8% | -3.6% | +4.4% | +2.2% |
| 30D | +9.6% | -4.9% | +14.6% | +11.6% |
| 3M | +18.0% | +6.2% | +11.8% | +14.9% |
| 6M | +41.9% | +4.5% | +37.4% | +37.7% |
| YTD | +86.3% | +5.1% | +81.2% | +80.2% |
| 1Y | +97.9% | +13.5% | +84.3% | +85.5% |
| 3Y | +12.8% | +65.6% | -52.8% | -8.6% |
| 5Y | +177.2% | +26.9% | +150.3% | +146.2% |
| 10Y | -3.3% | +81.8% | -85.1% | -21.5% |
| All | +257.6% | +1,202.9% | -945.3% | +152.8% |
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