+1,082.3%
APH vs NLY
+81.8%
+1,000.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.0% | +4.7% |
| 7D | +1.4% | -4.0% | +5.4% | +3.0% |
| 30D | -1.2% | -5.2% | +4.0% | +0.7% |
| 3M | +10.3% | +2.8% | +7.4% | +8.7% |
| 6M | +25.2% | +4.2% | +21.0% | +22.8% |
| YTD | +24.6% | +4.7% | +20.0% | +22.1% |
| 1Y | +41.4% | +12.7% | +28.7% | +34.4% |
| 3Y | +297.8% | +62.5% | +235.3% | +226.6% |
| 5Y | +366.0% | +26.3% | +339.7% | +314.2% |
| All | +1,082.3% | +81.8% | +1,000.5% | +906.1% |
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