+27.5%
BABA vs NLY
+120.2%
-92.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | -12.3% | -1.4% | -10.9% | -12.0% |
| 3M | -5.3% | +12.0% | -17.3% | -8.4% |
| 6M | -13.1% | +8.3% | -21.4% | -15.2% |
| YTD | -22.4% | +8.6% | -31.0% | -24.4% |
| 1Y | -19.5% | +16.9% | -36.4% | -23.2% |
| 3Y | +32.9% | +71.0% | -38.1% | +14.2% |
| 5Y | -29.9% | +31.1% | -60.9% | -36.7% |
| 10Y | +16.7% | +81.0% | -64.3% | -1.1% |
| All | +27.5% | +120.2% | -92.7% | +6.0% |
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