+29.9%
NLY vs ADVB
-89.4%
+119.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.9% | -0.5% |
| 7D | -0.4% | -13.0% | +12.6% | -0.5% |
| 30D | -1.3% | +7.5% | -8.8% | -1.3% |
| 3M | +7.6% | +129.1% | -121.5% | +7.4% |
| 6M | +8.9% | +71.7% | -62.8% | +8.6% |
| YTD | +8.1% | +45.5% | -37.5% | +8.0% |
| 1Y | +15.8% | -2.7% | +18.5% | +15.9% |
| All | +29.9% | -89.4% | +119.3% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling