+465.4%
AXP vs NLY
+81.8%
+383.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | -0.5% | -4.0% | +3.5% | +1.9% |
| 30D | -5.6% | -5.2% | -0.4% | -2.7% |
| 3M | +2.2% | +2.8% | -0.6% | +0.5% |
| 6M | +6.7% | +4.2% | +2.5% | +3.9% |
| YTD | -11.5% | +4.7% | -16.2% | -14.2% |
| 1Y | -0.4% | +12.7% | -13.1% | -7.6% |
| 3Y | +113.0% | +62.5% | +50.5% | +58.3% |
| 5Y | +117.4% | +26.3% | +91.1% | +84.3% |
| All | +465.4% | +81.8% | +383.5% | +335.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling