+367.9%
APP vs NLY
+28.6%
+339.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | -4.4% | -0.4% | -3.9% | -4.1% |
| 30D | -10.0% | -1.3% | -8.7% | -9.3% |
| 3M | -41.4% | +7.6% | -49.1% | -44.3% |
| 6M | -41.0% | +8.9% | -49.9% | -44.7% |
| YTD | -54.7% | +8.1% | -62.8% | -57.6% |
| 1Y | -45.3% | +15.8% | -61.1% | -51.5% |
| 3Y | +624.3% | +70.2% | +554.1% | +383.9% |
| 5Y | +329.1% | +30.0% | +299.2% | +241.3% |
| All | +367.9% | +28.6% | +339.2% | +269.3% |
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