+25.1%
NLY vs ALM
+839.2%
-814.1%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.1% | -0.1% |
| 7D | -4.0% | -11.8% | +7.8% | -3.4% |
| 30D | -5.2% | +7.8% | -13.0% | -5.8% |
| 3M | +2.8% | -9.3% | +12.1% | +2.9% |
| 6M | +4.2% | -30.5% | +34.7% | +5.0% |
| YTD | +4.7% | +75.8% | -71.2% | -0.1% |
| 1Y | +12.7% | +241.2% | -228.4% | +2.8% |
| 3Y | +62.5% | +1,872.6% | -1,810.1% | +20.4% |
| All | +25.1% | +839.2% | -814.1% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling