+332.2%
APP vs NLY
+25.6%
+306.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.3% |
| 7D | +1.1% | -4.0% | +5.1% | +3.9% |
| 30D | +6.6% | -5.2% | +11.9% | +10.7% |
| 3M | -32.3% | +2.8% | -35.1% | -33.6% |
| 6M | -29.8% | +4.2% | -34.0% | -32.3% |
| YTD | -51.9% | +4.7% | -56.6% | -54.1% |
| 1Y | -43.3% | +12.7% | -56.0% | -49.1% |
| 3Y | +664.1% | +62.5% | +601.5% | +416.5% |
| All | +332.2% | +25.6% | +306.6% | +286.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling