+9,323.8%
ASML vs NLY
+985.4%
+8,338.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +4.9% | -5.9% | +10.8% | +7.2% |
| 30D | -9.3% | -2.8% | -6.5% | -8.6% |
| 3M | -19.0% | -21.6% | +2.7% | -12.0% |
| 6M | -5.2% | -14.5% | +9.3% | -0.2% |
| YTD | +40.6% | -12.4% | +53.0% | +47.0% |
| 1Y | +47.5% | -7.3% | +54.8% | +51.1% |
| 3Y | +133.9% | +54.8% | +79.0% | +99.7% |
| 5Y | +83.8% | +2.4% | +81.4% | +78.9% |
| 10Y | +1,539.7% | +53.2% | +1,486.6% | +1,245.6% |
| All | +9,323.8% | +985.4% | +8,338.4% | +4,985.3% |
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