+71.2%
ARM vs NLY
+12.5%
+58.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.4% |
| 7D | +5.0% | -4.0% | +9.0% | +7.0% |
| 30D | -2.6% | -5.2% | +2.6% | -0.2% |
| 3M | -22.6% | +2.8% | -25.5% | -24.6% |
| 6M | +120.5% | +4.2% | +116.3% | +111.7% |
| YTD | +142.2% | +4.7% | +137.6% | +130.2% |
| 1Y | +71.2% | +12.7% | +58.4% | +52.2% |
| All | +71.2% | +12.5% | +58.6% | +52.2% |
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