+8,960.6%
AZO vs NLY
+1,197.0%
+7,763.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -3.6% | -4.0% | +0.4% | -2.7% |
| 30D | -5.6% | -5.2% | -0.3% | -4.5% |
| 3M | -6.6% | +2.8% | -9.5% | -7.3% |
| 6M | -22.5% | +4.2% | -26.7% | -23.3% |
| YTD | -15.2% | +4.7% | -19.8% | -16.2% |
| 1Y | -33.9% | +12.7% | -46.7% | -35.8% |
| 3Y | +11.8% | +62.5% | -50.7% | -0.4% |
| 5Y | +85.5% | +26.3% | +59.2% | +71.7% |
| 10Y | +298.2% | +81.0% | +217.2% | +229.9% |
| All | +8,960.6% | +1,197.0% | +7,763.6% | +6,224.9% |
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