+112.4%
ASML vs NLY
+30.7%
+81.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | +2.8% | -0.4% | +3.2% | +3.1% |
| 30D | -0.2% | -1.3% | +1.1% | +0.5% |
| 3M | -2.6% | +7.6% | -10.2% | -6.9% |
| 6M | +27.9% | +8.9% | +19.0% | +21.6% |
| YTD | +62.4% | +8.1% | +54.4% | +55.1% |
| 1Y | +116.2% | +15.8% | +100.5% | +97.8% |
| 3Y | +182.4% | +70.2% | +112.2% | +104.1% |
| 5Y | +112.4% | +30.0% | +82.4% | +89.7% |
| All | +112.4% | +30.7% | +81.7% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling