+10,694.4%
ASML vs NLY
+1,250.9%
+9,443.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +1.1% | -1.0% | +2.1% | +1.5% |
| 30D | +2.2% | +0.6% | +1.6% | +1.9% |
| 3M | -2.3% | +10.8% | -13.1% | -5.9% |
| 6M | +23.0% | +6.2% | +16.8% | +20.5% |
| YTD | +61.1% | +9.0% | +52.0% | +56.4% |
| 1Y | +129.1% | +19.3% | +109.8% | +115.1% |
| 3Y | +165.4% | +67.7% | +97.6% | +120.2% |
| 5Y | +109.5% | +29.7% | +79.7% | +88.2% |
| 10Y | +1,645.7% | +81.0% | +1,564.7% | +1,251.6% |
| All | +10,694.4% | +1,250.9% | +9,443.5% | +5,309.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling