+1,292.2%
NLY vs ALK
+477.6%
+814.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.3% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -1.4% | -18.5% | +17.1% | +2.7% |
| 3M | +12.0% | -3.6% | +15.6% | +12.1% |
| 6M | +8.3% | -3.7% | +12.0% | +7.7% |
| YTD | +8.6% | -19.0% | +27.6% | +11.3% |
| 1Y | +16.9% | -36.0% | +52.9% | +25.3% |
| 3Y | +71.0% | +2.3% | +68.7% | +60.5% |
| 5Y | +31.1% | -27.8% | +58.8% | +30.4% |
| 10Y | +81.0% | -39.0% | +120.0% | +73.9% |
| All | +1,292.2% | +477.6% | +814.6% | +574.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling