+115.5%
AXP vs NLY
+29.5%
+85.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -2.5% | -0.4% | -2.0% | -2.2% |
| 30D | -5.0% | -1.3% | -3.7% | -4.4% |
| 3M | +1.4% | +7.6% | -6.3% | -2.7% |
| 6M | +6.0% | +8.9% | -2.9% | +0.9% |
| YTD | -12.3% | +8.1% | -20.4% | -16.3% |
| 1Y | +0.3% | +15.8% | -15.5% | -7.9% |
| 3Y | +111.7% | +70.2% | +41.5% | +57.3% |
| All | +115.5% | +29.5% | +85.9% | +107.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling