+19.3%
ARM vs NLY
+2.3%
+17.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.8% | -9.1% | -6.4% |
| 7D | -18.7% | +3.5% | -22.2% | -19.5% |
| 30D | -36.7% | +3.6% | -40.3% | -37.3% |
| 3M | -31.6% | -13.6% | -18.0% | -27.0% |
| 6M | -5.6% | -9.1% | +3.5% | -1.5% |
| YTD | +75.5% | -6.1% | +81.5% | +79.4% |
| 1Y | +19.3% | +0.7% | +18.6% | +29.2% |
| All | +19.3% | +2.3% | +17.0% | +29.2% |
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