+132.6%
AR vs NLY
+25.6%
+107.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -2.5% | -4.0% | +1.5% | -0.7% |
| 30D | +2.5% | -5.2% | +7.8% | +4.9% |
| 3M | +12.3% | +2.8% | +9.5% | +10.2% |
| 6M | -3.1% | +4.2% | -7.3% | -6.4% |
| YTD | +11.5% | +4.7% | +6.9% | +7.0% |
| 1Y | +17.0% | +12.7% | +4.3% | +7.6% |
| 3Y | +47.3% | +62.5% | -15.3% | +9.3% |
| All | +132.6% | +25.6% | +107.0% | +150.6% |
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 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