+77.9%
NLY vs ALM
+2,589.2%
-2,511.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.1% | -0.2% |
| 7D | -4.0% | -11.8% | +7.8% | -3.6% |
| 30D | -5.2% | +7.8% | -13.0% | -5.5% |
| 3M | +2.8% | -9.3% | +12.1% | +2.8% |
| 6M | +4.2% | -30.5% | +34.7% | +4.6% |
| YTD | +4.7% | +75.8% | -71.2% | +2.0% |
| 1Y | +12.7% | +241.2% | -228.4% | +7.2% |
| 3Y | +62.5% | +1,872.6% | -1,810.1% | +42.6% |
| 5Y | +26.3% | +849.6% | -823.3% | +12.1% |
| All | +77.9% | +2,589.2% | -2,511.3% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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