-0.2%
NLY vs AHR
+24.4%
-24.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.6% | +1.2% | +3.4% |
| 7D | +3.5% | +9.5% | -6.0% | +1.9% |
| 30D | +3.6% | +11.7% | -8.1% | +1.7% |
| 3M | -13.6% | +4.0% | -17.6% | -14.5% |
| 6M | -9.1% | +13.5% | -22.6% | -11.6% |
| YTD | -6.1% | +21.6% | -27.6% | -8.7% |
| All | -0.2% | +24.4% | -24.6% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 1y: compounded portfolio wealth divided by compounded AHR 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…
1y analysis · Full analysis span regression · 6 months rolling