-2.9%
BA vs NLY
+64.9%
-67.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.5% |
| 7D | -2.7% | -3.6% | +0.9% | -1.0% |
| 30D | -12.2% | -4.9% | -7.3% | -10.0% |
| 3M | -2.0% | +6.2% | -8.2% | -4.6% |
| 6M | -6.0% | +4.5% | -10.4% | -7.7% |
| YTD | -5.7% | +5.1% | -10.8% | -8.0% |
| 1Y | -10.0% | +13.5% | -23.5% | -15.1% |
| All | -2.9% | +64.9% | -67.9% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling