+77.9%
NLY vs ALK
-35.7%
+113.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.2% |
| 7D | -4.0% | -2.1% | -1.9% | -3.4% |
| 30D | -5.2% | -13.1% | +7.9% | -1.6% |
| 3M | +2.8% | -11.8% | +14.6% | +5.8% |
| 6M | +4.2% | -0.4% | +4.6% | +2.2% |
| YTD | +4.7% | -18.2% | +22.8% | +7.7% |
| 1Y | +12.7% | -35.5% | +48.3% | +23.7% |
| 3Y | +62.5% | +1.8% | +60.7% | +46.1% |
| 5Y | +26.3% | -26.6% | +52.9% | +22.7% |
| All | +77.9% | -35.7% | +113.6% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling