+25.1%
NLY vs ALHC
-32.8%
+57.9%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -4.0% | -6.9% | +2.9% | -3.5% |
| 30D | -5.2% | -6.7% | +1.5% | -4.8% |
| 3M | +2.8% | -37.7% | +40.5% | +6.1% |
| 6M | +4.2% | -30.0% | +34.2% | +5.9% |
| YTD | +4.7% | -36.2% | +40.8% | +6.8% |
| 1Y | +12.7% | -22.9% | +35.6% | +13.2% |
| 3Y | +62.5% | +138.4% | -75.8% | +40.3% |
| All | +25.1% | -32.8% | +57.9% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 5y: compounded portfolio wealth divided by compounded ALHC 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…
5y analysis · Full analysis span regression · 6 months rolling