+299.7%
ARM vs NLY
+60.7%
+239.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -1.4% |
| 7D | +4.8% | -3.6% | +8.4% | +8.3% |
| 30D | -5.5% | -4.9% | -0.6% | -1.3% |
| 3M | -17.3% | +6.2% | -23.5% | -22.6% |
| 6M | +110.9% | +4.5% | +106.4% | +100.0% |
| YTD | +132.5% | +5.1% | +127.4% | +117.7% |
| 1Y | +64.9% | +13.5% | +51.4% | +42.0% |
| All | +299.7% | +60.7% | +239.0% | +114.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling