+51.7%
NLY vs AMBA
+796.0%
-744.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | -5.9% | +2.7% | -8.5% | -6.1% |
| 30D | -2.8% | -2.2% | -0.6% | -2.8% |
| 3M | -21.6% | -26.6% | +5.0% | -19.6% |
| 6M | -14.5% | -26.8% | +12.2% | -13.7% |
| YTD | -12.4% | -15.1% | +2.7% | -13.3% |
| 1Y | -7.3% | -32.3% | +25.0% | -6.4% |
| 3Y | +54.8% | +19.8% | +35.0% | +43.1% |
| 5Y | +2.4% | -69.2% | +71.6% | +2.2% |
| 10Y | +53.2% | +0.8% | +52.4% | +36.3% |
| All | +51.7% | +796.0% | -744.3% | +18.4% |
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