+77.9%
NLY vs A
+256.4%
-178.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.1% | -1.4% |
| 7D | -4.0% | -2.6% | -1.4% | -3.1% |
| 30D | -5.2% | -0.9% | -4.4% | -5.1% |
| 3M | +2.8% | +13.6% | -10.8% | -2.2% |
| 6M | +4.2% | +27.8% | -23.6% | -6.0% |
| YTD | +4.7% | +8.6% | -4.0% | +0.1% |
| 1Y | +12.7% | +16.9% | -4.1% | +4.3% |
| 3Y | +62.5% | +32.9% | +29.6% | +39.3% |
| 5Y | +26.3% | -14.1% | +40.4% | +25.6% |
| All | +77.9% | +256.4% | -178.5% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling