+1,825.9%
AXP vs NLY
+1,245.6%
+580.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +0.6% | +0.4% | +0.1% | +0.4% |
| 30D | -4.3% | -1.4% | -3.0% | -3.7% |
| 3M | +4.7% | +12.0% | -7.3% | -0.7% |
| 6M | +9.0% | +8.3% | +0.6% | +4.8% |
| YTD | -11.1% | +8.6% | -19.7% | -14.7% |
| 1Y | +1.3% | +16.9% | -15.6% | -6.1% |
| 3Y | +114.5% | +71.0% | +43.5% | +66.0% |
| 5Y | +118.0% | +31.1% | +87.0% | +87.4% |
| 10Y | +464.9% | +81.0% | +383.9% | +310.8% |
| All | +1,825.9% | +1,245.6% | +580.4% | +852.1% |
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