+678.6%
AU vs NLY
+25.6%
+653.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -4.3% | -4.0% | -0.3% | -2.5% |
| 30D | +7.3% | -5.2% | +12.5% | +9.8% |
| 3M | +26.3% | +2.8% | +23.5% | +25.0% |
| 6M | +1.8% | +4.2% | -2.4% | +0.6% |
| YTD | +26.8% | +4.7% | +22.1% | +25.2% |
| 1Y | +66.7% | +12.7% | +53.9% | +60.2% |
| 3Y | +579.1% | +62.5% | +516.5% | +465.2% |
| All | +678.6% | +25.6% | +653.1% | +563.2% |
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 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