+285.5%
NLY vs ACM
+212.5%
+73.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.1% |
| 7D | -3.6% | -5.9% | +2.3% | -1.8% |
| 30D | -4.9% | -6.2% | +1.3% | -3.3% |
| 3M | +6.2% | -7.9% | +14.1% | +8.3% |
| 6M | +4.5% | -30.6% | +35.1% | +16.0% |
| YTD | +5.1% | -33.3% | +38.4% | +17.5% |
| 1Y | +13.5% | -49.2% | +62.7% | +37.7% |
| 3Y | +65.6% | -23.5% | +89.0% | +73.8% |
| 5Y | +26.9% | +0.9% | +26.0% | +21.1% |
| 10Y | +81.8% | +128.4% | -46.7% | +29.9% |
| All | +285.5% | +212.5% | +73.1% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling