+342.3%
APH vs NLY
+26.2%
+316.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.2% |
| 7D | -2.2% | -3.6% | +1.4% | -0.7% |
| 30D | -4.0% | -4.9% | +0.9% | -2.0% |
| 3M | +7.7% | +6.2% | +1.5% | +4.6% |
| 6M | +17.8% | +4.5% | +13.3% | +15.1% |
| YTD | +19.2% | +5.1% | +14.0% | +16.1% |
| 1Y | +35.7% | +13.5% | +22.2% | +27.7% |
| 3Y | +282.9% | +65.6% | +217.3% | +205.3% |
| All | +342.3% | +26.2% | +316.2% | +329.9% |
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