+86.5%
ATI vs NLY
+2.3%
+84.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -2.6% |
| 7D | +8.3% | +3.5% | +4.8% | +6.5% |
| 30D | -7.3% | +3.6% | -10.9% | -8.9% |
| 3M | -10.5% | -13.6% | +3.1% | -1.2% |
| 6M | +16.4% | -9.1% | +25.5% | +22.7% |
| YTD | +56.1% | -6.1% | +62.1% | +60.5% |
| 1Y | +86.5% | +0.7% | +85.8% | +86.8% |
| All | +86.5% | +2.3% | +84.2% | +86.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling