+285.2%
APH vs NLY
+2.4%
+282.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | +4.9% | -5.9% | +10.7% | +7.4% |
| 30D | -5.4% | -2.8% | -2.6% | -4.6% |
| 3M | -5.5% | -21.6% | +16.2% | +4.2% |
| 6M | +25.9% | -14.5% | +40.4% | +33.4% |
| YTD | +16.4% | -12.4% | +28.8% | +21.9% |
| 1Y | +16.5% | -7.3% | +23.7% | +19.0% |
| 3Y | +270.9% | +54.8% | +216.0% | +204.5% |
| All | +285.2% | +2.4% | +282.8% | +306.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling