+23,982.4%
APH vs NLY
+1,065.3%
+22,917.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.1% | +7.1% | +7.9% |
| 7D | +1.1% | +2.5% | -1.4% | +0.3% |
| 30D | -7.5% | +3.6% | -11.0% | -8.6% |
| 3M | -4.4% | -14.6% | +10.2% | -0.2% |
| 6M | +26.5% | -10.1% | +36.5% | +30.0% |
| YTD | +20.0% | -6.0% | +26.0% | +21.7% |
| 1Y | +16.9% | -1.0% | +17.8% | +16.6% |
| 3Y | +288.5% | +68.8% | +219.7% | +230.4% |
| 5Y | +310.3% | +9.4% | +300.9% | +289.4% |
| 10Y | +951.3% | +62.7% | +888.6% | +767.4% |
| All | +23,982.4% | +1,065.3% | +22,917.0% | +15,545.2% |
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