+452.1%
ASX vs NLY
+64.2%
+387.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | +5.2% | -4.0% | +9.2% | +7.6% |
| 30D | +0.5% | -5.2% | +5.7% | +3.4% |
| 3M | +8.3% | +2.8% | +5.5% | +6.2% |
| 6M | +82.0% | +4.2% | +77.8% | +77.1% |
| YTD | +147.6% | +4.7% | +143.0% | +140.5% |
| 1Y | +258.8% | +12.7% | +246.1% | +232.9% |
| 3Y | +452.1% | +62.5% | +389.5% | +323.0% |
| All | +452.1% | +64.2% | +387.9% | +323.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling