+13.5%
NLY vs AMBA
-21.5%
+35.1%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.7% |
| 7D | -3.6% | +7.1% | -10.7% | -3.8% |
| 30D | -4.9% | -18.1% | +13.2% | -4.5% |
| 3M | +6.2% | +8.4% | -2.2% | +5.4% |
| 6M | +4.5% | +25.7% | -21.2% | +1.2% |
| YTD | +5.1% | -4.2% | +9.3% | +3.0% |
| 1Y | +13.5% | -18.7% | +32.2% | +10.6% |
| All | +13.5% | -21.5% | +35.1% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling