+57.5%
NLY vs AMDL
+126.1%
-68.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.3% | -0.6% |
| 7D | -4.0% | +15.9% | -19.9% | -4.5% |
| 30D | -5.2% | +10.5% | -15.7% | -5.7% |
| 3M | +2.8% | -4.7% | +7.6% | +2.0% |
| 6M | +4.2% | +355.2% | -351.0% | -4.7% |
| YTD | +4.7% | +270.9% | -266.2% | -4.3% |
| 1Y | +12.7% | +499.5% | -486.7% | -1.4% |
| All | +57.5% | +126.1% | -68.6% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling