+31,776.8%
AVGO vs NLY
+168.6%
+31,608.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +1.1% | -4.0% | +5.1% | +2.8% |
| 30D | -13.0% | -5.2% | -7.8% | -11.1% |
| 3M | -6.0% | +2.8% | -8.8% | -7.3% |
| 6M | +6.4% | +4.2% | +2.2% | +4.3% |
| YTD | +5.0% | +4.7% | +0.3% | +2.5% |
| 1Y | +1.4% | +12.7% | -11.4% | -4.3% |
| 3Y | +336.8% | +62.5% | +274.3% | +253.7% |
| 5Y | +698.2% | +26.3% | +671.9% | +601.8% |
| 10Y | +2,837.0% | +81.0% | +2,756.1% | +2,114.5% |
| All | +31,776.8% | +168.6% | +31,608.2% | +20,160.5% |
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 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