+86.1%
ARM vs NLY
+20.9%
+65.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.0% |
| 7D | +5.5% | -1.0% | +6.5% | +5.9% |
| 30D | -8.2% | +0.6% | -8.8% | -8.5% |
| 3M | -35.9% | +10.8% | -46.8% | -39.8% |
| 6M | +103.1% | +6.2% | +96.9% | +93.3% |
| YTD | +130.6% | +9.0% | +121.6% | +116.1% |
| 1Y | +86.1% | +19.3% | +66.8% | +61.8% |
| All | +86.1% | +20.9% | +65.2% | +61.8% |
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