+77.9%
NLY vs ACM
+134.0%
-56.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -4.0% | -4.6% | +0.6% | -2.3% |
| 30D | -5.2% | +4.1% | -9.3% | -6.9% |
| 3M | +2.8% | -8.3% | +11.1% | +5.3% |
| 6M | +4.2% | -30.1% | +34.3% | +17.9% |
| YTD | +4.7% | -32.6% | +37.3% | +19.1% |
| 1Y | +12.7% | -49.6% | +62.3% | +43.3% |
| 3Y | +62.5% | -23.0% | +85.6% | +69.8% |
| 5Y | +26.3% | +2.0% | +24.4% | +16.1% |
| All | +77.9% | +134.0% | -56.1% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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