+1,722.3%
APO vs NLY
+105.4%
+1,616.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -0.9% |
| 7D | -4.9% | -3.6% | -1.3% | -2.9% |
| 30D | -8.4% | -4.9% | -3.5% | -5.8% |
| 3M | -2.1% | +6.2% | -8.2% | -5.3% |
| 6M | +19.2% | +4.5% | +14.8% | +16.1% |
| YTD | -10.5% | +5.1% | -15.7% | -13.3% |
| 1Y | -2.7% | +13.5% | -16.2% | -9.8% |
| 3Y | +52.5% | +65.6% | -13.1% | +14.0% |
| 5Y | +132.1% | +26.9% | +105.2% | +98.9% |
| 10Y | +924.7% | +81.8% | +842.9% | +608.0% |
| All | +1,722.3% | +105.4% | +1,616.9% | +1,102.4% |
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