+44.2%
NLY vs ALC
+20.4%
+23.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -0.4% | -5.3% | +4.8% | +1.8% |
| 30D | -1.3% | -7.1% | +5.8% | +1.6% |
| 3M | +7.6% | +0.8% | +6.9% | +6.9% |
| 6M | +8.9% | -16.0% | +24.9% | +16.1% |
| YTD | +8.1% | -12.7% | +20.8% | +12.9% |
| 1Y | +15.8% | -12.8% | +28.6% | +20.7% |
| 3Y | +70.2% | -15.8% | +86.0% | +75.9% |
| 5Y | +30.0% | -16.7% | +46.6% | +30.9% |
| All | +44.2% | +20.4% | +23.8% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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