-35.9%
APP vs NLY
+20.9%
-56.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +0.9% | -1.0% | +1.9% | +1.1% |
| 30D | -23.3% | +0.6% | -23.9% | -23.4% |
| 3M | -42.6% | +10.8% | -53.5% | -42.7% |
| 6M | -33.6% | +6.2% | -39.8% | -34.4% |
| YTD | -52.4% | +9.0% | -61.4% | -51.5% |
| 1Y | -35.9% | +19.3% | -55.2% | -36.6% |
| All | -35.9% | +20.9% | -56.8% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling