-43.3%
APP vs NLY
+12.5%
-55.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.1% |
| 7D | +1.1% | -4.0% | +5.1% | +1.7% |
| 30D | +6.6% | -5.2% | +11.9% | +7.6% |
| 3M | -32.3% | +2.8% | -35.1% | -32.0% |
| 6M | -29.8% | +4.2% | -34.0% | -30.1% |
| YTD | -51.9% | +4.7% | -56.6% | -50.7% |
| 1Y | -43.3% | +12.7% | -56.0% | -42.2% |
| All | -43.3% | +12.5% | -55.8% | -42.2% |
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 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