+178.7%
APTV vs NLY
+103.6%
+75.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.1% |
| 7D | -5.0% | -4.0% | -1.0% | -2.8% |
| 30D | -6.1% | -5.2% | -0.8% | -3.1% |
| 3M | -33.0% | +2.8% | -35.8% | -34.1% |
| 6M | -35.2% | +4.2% | -39.4% | -36.9% |
| YTD | -40.1% | +4.7% | -44.8% | -41.9% |
| 1Y | -45.6% | +12.7% | -58.3% | -49.6% |
| 3Y | -54.4% | +62.5% | -116.9% | -65.8% |
| 5Y | -68.9% | +26.3% | -95.2% | -73.5% |
| 10Y | -17.2% | +81.0% | -98.2% | -40.4% |
| All | +178.7% | +103.6% | +75.1% | +79.1% |
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 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