+24,257.9%
APH vs NLY
+1,245.6%
+23,012.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | -3.3% | -1.4% | -2.0% | -3.0% |
| 3M | +14.0% | +12.0% | +2.0% | +10.1% |
| 6M | +24.4% | +8.3% | +16.1% | +21.3% |
| YTD | +21.4% | +8.6% | +12.8% | +18.3% |
| 1Y | +48.9% | +16.9% | +32.0% | +41.8% |
| 3Y | +290.1% | +71.0% | +219.1% | +230.5% |
| 5Y | +352.8% | +31.1% | +321.8% | +308.7% |
| 10Y | +1,041.3% | +81.0% | +960.3% | +812.9% |
| All | +24,257.9% | +1,245.6% | +23,012.3% | +15,103.1% |
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 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