+946.8%
AWK vs NLY
+227.5%
+719.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.4% |
| 7D | -2.1% | -4.0% | +1.9% | -1.1% |
| 30D | +2.1% | -5.2% | +7.3% | +3.5% |
| 3M | +11.4% | +2.8% | +8.5% | +10.5% |
| 6M | +3.9% | +4.2% | -0.3% | +2.5% |
| YTD | +7.7% | +4.7% | +3.0% | +6.0% |
| 1Y | +1.3% | +12.7% | -11.4% | -2.3% |
| 3Y | +7.2% | +62.5% | -55.4% | -7.0% |
| 5Y | -17.0% | +26.3% | -43.3% | -24.4% |
| 10Y | +131.6% | +81.0% | +50.7% | +86.1% |
| All | +946.8% | +227.5% | +719.3% | +624.1% |
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