+0.7%
NLY vs AMDL
+108.7%
-107.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.2% | +3.8% |
| 7D | +3.5% | -30.7% | +34.2% | +3.9% |
| 30D | +3.6% | -43.8% | +47.4% | +4.3% |
| 3M | -13.6% | -24.5% | +10.9% | -13.5% |
| 6M | -9.1% | +44.7% | -53.8% | -10.9% |
| YTD | -6.1% | +204.0% | -210.0% | -8.9% |
| 1Y | +0.7% | +109.1% | -108.4% | -3.1% |
| All | +0.7% | +108.7% | -107.9% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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