+25.8%
NLY vs ADVB
-89.8%
+115.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.5% | +7.0% | -0.5% |
| 7D | -4.0% | -12.3% | +8.3% | -4.0% |
| 30D | -5.2% | +7.8% | -13.0% | -5.2% |
| 3M | +2.8% | +104.2% | -101.4% | +2.7% |
| 6M | +4.2% | +58.1% | -53.9% | +4.0% |
| YTD | +4.7% | +40.2% | -35.6% | +4.6% |
| 1Y | +12.7% | -16.1% | +28.8% | +13.5% |
| All | +25.8% | -89.8% | +115.6% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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