+77.9%
NLY vs ALLY
+189.7%
-111.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -4.0% | -3.8% | -0.2% | -2.6% |
| 30D | -5.2% | -4.9% | -0.3% | -3.5% |
| 3M | +2.8% | -2.6% | +5.4% | +3.6% |
| 6M | +4.2% | +15.7% | -11.5% | -1.9% |
| YTD | +4.7% | -5.2% | +9.8% | +5.8% |
| 1Y | +12.7% | +2.8% | +9.9% | +10.0% |
| 3Y | +62.5% | +63.4% | -0.9% | +27.5% |
| 5Y | +26.3% | -2.6% | +28.9% | +15.6% |
| All | +77.9% | +189.7% | -111.8% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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