+58.2%
NLY vs AMDL
+115.6%
-57.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.7% | +4.0% | -2.5% |
| 7D | -3.6% | +20.7% | -24.3% | -4.3% |
| 30D | -4.9% | +9.4% | -14.4% | -5.4% |
| 3M | +6.2% | +5.6% | +0.5% | +4.8% |
| 6M | +4.5% | +340.3% | -335.8% | -4.4% |
| YTD | +5.1% | +253.6% | -248.5% | -3.6% |
| 1Y | +13.5% | +443.4% | -429.9% | -0.2% |
| All | +58.2% | +115.6% | -57.4% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling