+2.8%
NLY vs ABCL
-26.2%
+29.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | -5.9% | -3.3% | -2.6% | -5.6% |
| 30D | -2.8% | -7.1% | +4.3% | -2.5% |
| 3M | -21.6% | +4.7% | -26.4% | -22.6% |
| 6M | -14.5% | +140.9% | -155.4% | -23.7% |
| YTD | -12.4% | +236.0% | -248.4% | -25.3% |
| 1Y | -7.3% | +217.4% | -224.7% | -20.5% |
| 3Y | +54.8% | +188.7% | -133.9% | +27.4% |
| All | +2.8% | -26.2% | +29.0% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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