+1,025.5%
ATI vs NLY
+25.6%
+1,000.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.1% |
| 7D | -5.6% | -4.0% | -1.7% | -3.8% |
| 30D | -13.7% | -5.2% | -8.5% | -11.5% |
| 3M | -0.4% | +2.8% | -3.2% | -1.9% |
| 6M | +26.2% | +4.2% | +22.0% | +23.8% |
| YTD | +73.2% | +4.7% | +68.5% | +69.4% |
| 1Y | +161.6% | +12.7% | +148.9% | +146.8% |
| 3Y | +346.2% | +62.5% | +283.6% | +254.9% |
| All | +1,025.5% | +25.6% | +1,000.0% | +936.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling