+1,557.1%
ASML vs NLY
+53.0%
+1,504.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +4.9% | -5.9% | +10.8% | +7.6% |
| 30D | -9.3% | -2.8% | -6.5% | -8.4% |
| 3M | -19.0% | -21.6% | +2.7% | -10.4% |
| 6M | -5.2% | -14.5% | +9.3% | +0.8% |
| YTD | +40.6% | -12.4% | +53.0% | +48.3% |
| 1Y | +47.5% | -7.3% | +54.8% | +51.8% |
| 3Y | +133.9% | +54.8% | +79.0% | +93.5% |
| 5Y | +83.8% | +2.4% | +81.4% | +75.7% |
| All | +1,557.1% | +53.0% | +1,504.1% | +1,361.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling