+9,336.2%
ASML vs NLY
+980.5%
+8,355.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | -1.0% |
| 7D | +10.4% | -6.8% | +17.1% | +13.1% |
| 30D | -12.7% | -3.2% | -9.5% | -11.9% |
| 3M | -17.2% | -21.1% | +3.9% | -10.3% |
| 6M | -1.3% | -15.5% | +14.1% | +4.3% |
| YTD | +40.8% | -12.8% | +53.6% | +47.4% |
| 1Y | +45.2% | -7.8% | +53.0% | +49.0% |
| 3Y | +131.8% | +55.1% | +76.7% | +97.8% |
| 5Y | +84.0% | +1.9% | +82.1% | +79.4% |
| 10Y | +1,541.9% | +52.5% | +1,489.4% | +1,249.5% |
| All | +9,336.2% | +980.5% | +8,355.7% | +5,000.2% |
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