+106,421.7%
AXON vs NLY
+746.0%
+105,675.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | -3.3% | -0.4% | -2.9% | -3.2% |
| 30D | -17.8% | -1.3% | -16.5% | -17.3% |
| 3M | +8.3% | +7.6% | +0.7% | +5.4% |
| 6M | -12.4% | +8.9% | -21.2% | -15.2% |
| YTD | -13.7% | +8.1% | -21.8% | -16.3% |
| 1Y | -33.1% | +15.8% | -48.8% | -36.9% |
| 3Y | +128.2% | +70.2% | +58.0% | +83.1% |
| 5Y | +170.5% | +30.0% | +140.5% | +136.3% |
| 10Y | +1,846.0% | +86.8% | +1,759.2% | +1,279.1% |
| All | +106,421.7% | +746.0% | +105,675.7% | +46,136.5% |
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