+1,418.0%
NLY vs A
+428.5%
+989.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.5% |
| 7D | -3.6% | -4.6% | +0.9% | -2.8% |
| 30D | -4.9% | -4.3% | -0.7% | -4.2% |
| 3M | +6.2% | +8.9% | -2.8% | +4.5% |
| 6M | +4.5% | +24.5% | -20.0% | +0.1% |
| YTD | +5.1% | +5.8% | -0.7% | +3.4% |
| 1Y | +13.5% | +16.2% | -2.7% | +9.7% |
| 3Y | +65.6% | +28.5% | +37.1% | +56.3% |
| 5Y | +26.9% | -16.3% | +43.2% | +27.7% |
| 10Y | +81.8% | +244.9% | -163.1% | +47.4% |
| All | +1,418.0% | +428.5% | +989.5% | +955.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling