+1,472.5%
APD vs NLY
+1,239.1%
+233.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -4.6% | -0.4% | -4.2% | -4.5% |
| 30D | -4.2% | -1.3% | -2.9% | -3.9% |
| 3M | +5.0% | +7.6% | -2.7% | +2.8% |
| 6M | +8.9% | +8.9% | +0.1% | +6.1% |
| YTD | +21.9% | +8.1% | +13.8% | +18.8% |
| 1Y | +5.6% | +15.8% | -10.2% | +0.9% |
| 3Y | +6.9% | +70.2% | -63.3% | -8.3% |
| 5Y | +25.3% | +30.0% | -4.6% | +13.7% |
| 10Y | +169.1% | +86.8% | +82.2% | +115.4% |
| All | +1,472.5% | +1,239.1% | +233.4% | +740.7% |
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