-35.1%
AUR vs NLY
+25.6%
-60.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +2.0% |
| 7D | +1.4% | -4.0% | +5.4% | +5.6% |
| 30D | -6.4% | -5.2% | -1.2% | -1.3% |
| 3M | +7.7% | +2.8% | +4.9% | +4.3% |
| 6M | +44.5% | +4.2% | +40.3% | +37.9% |
| YTD | +67.4% | +4.7% | +62.8% | +58.7% |
| 1Y | +15.4% | +12.7% | +2.7% | +0.6% |
| 3Y | +94.8% | +62.5% | +32.3% | +21.6% |
| All | -35.1% | +25.6% | -60.7% | -45.5% |
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