+3,911.6%
ASX vs NLY
+1,217.0%
+2,694.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +11.1% | -0.4% | +11.6% | +11.2% |
| 30D | +9.6% | -1.3% | +10.9% | +10.0% |
| 3M | +18.6% | +7.6% | +11.0% | +15.9% |
| 6M | +92.1% | +8.9% | +83.2% | +87.1% |
| YTD | +158.5% | +8.1% | +150.4% | +152.3% |
| 1Y | +271.9% | +15.8% | +256.1% | +255.1% |
| 3Y | +465.2% | +70.2% | +395.1% | +381.1% |
| 5Y | +479.4% | +30.0% | +449.5% | +426.6% |
| 10Y | +992.0% | +86.8% | +905.2% | +770.5% |
| All | +3,911.6% | +1,217.0% | +2,694.6% | +1,956.6% |
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