+23,755.6%
APH vs NLY
+1,051.2%
+22,704.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -5.0% | +2.7% | -7.7% | -5.8% |
| 30D | -8.4% | +2.3% | -10.7% | -9.2% |
| 3M | -4.5% | -15.2% | +10.7% | -0.1% |
| 6M | +25.3% | -11.2% | +36.4% | +29.2% |
| YTD | +18.9% | -7.1% | +26.0% | +21.0% |
| 1Y | +11.9% | -1.3% | +13.2% | +11.8% |
| 3Y | +278.0% | +65.3% | +212.7% | +223.4% |
| 5Y | +306.4% | +8.6% | +297.9% | +286.6% |
| 10Y | +955.2% | +63.9% | +891.2% | +769.3% |
| All | +23,755.6% | +1,051.2% | +22,704.4% | +15,453.9% |
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 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