+30.2%
NLY vs ALHC
-31.6%
+61.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.3% |
| 7D | -0.4% | -4.1% | +3.7% | -0.1% |
| 30D | -1.3% | -5.4% | +4.1% | -1.0% |
| 3M | +7.6% | -32.1% | +39.8% | +10.1% |
| 6M | +8.9% | -28.5% | +37.4% | +10.4% |
| YTD | +8.1% | -34.0% | +42.1% | +9.9% |
| 1Y | +15.8% | -20.9% | +36.7% | +16.1% |
| 3Y | +70.2% | +151.5% | -81.4% | +48.7% |
| 5Y | +30.0% | -28.8% | +58.8% | +20.9% |
| All | +30.2% | -31.6% | +61.8% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling