+51.0%
NLY vs AMBA
+810.0%
-759.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.9% | -3.9% |
| 7D | -6.8% | +10.7% | -17.5% | -7.7% |
| 30D | -3.2% | -5.0% | +1.8% | -2.9% |
| 3M | -21.1% | -26.9% | +5.8% | -19.0% |
| 6M | -15.5% | -21.9% | +6.5% | -15.2% |
| YTD | -12.8% | -13.8% | +1.0% | -13.8% |
| 1Y | -7.8% | -36.1% | +28.3% | -6.4% |
| 3Y | +55.1% | +21.6% | +33.5% | +43.2% |
| 5Y | +1.9% | -68.8% | +70.6% | +1.6% |
| 10Y | +52.5% | +2.3% | +50.1% | +35.5% |
| All | +51.0% | +810.0% | -759.0% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling