+2.1%
AVTR vs NLY
+47.1%
-45.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -1.1% | -4.0% | +2.9% | +0.6% |
| 30D | +6.3% | -5.2% | +11.6% | +8.6% |
| 3M | +53.3% | +2.8% | +50.5% | +51.7% |
| 6M | +78.6% | +4.2% | +74.4% | +75.8% |
| YTD | +29.2% | +4.7% | +24.6% | +26.7% |
| 1Y | +13.8% | +12.7% | +1.1% | +8.5% |
| 3Y | -27.4% | +62.5% | -90.0% | -39.7% |
| 5Y | -65.0% | +26.3% | -91.3% | -68.9% |
| All | +2.1% | +47.1% | -45.0% | +8.4% |
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