-29.8%
BABA vs NLY
+25.6%
-55.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.9% |
| 7D | -3.5% | -4.0% | +0.5% | -1.8% |
| 30D | -12.7% | -5.2% | -7.5% | -10.7% |
| 3M | -3.0% | +2.8% | -5.8% | -4.5% |
| 6M | -19.1% | +4.2% | -23.3% | -20.9% |
| YTD | -24.7% | +4.7% | -29.4% | -26.8% |
| 1Y | -29.0% | +12.7% | -41.8% | -33.4% |
| 3Y | +30.9% | +62.5% | -31.6% | +3.3% |
| All | -29.8% | +25.6% | -55.4% | -27.2% |
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