+0.7%
NLY vs ARMK
+41.1%
-40.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.2% | +8.0% | +4.5% |
| 7D | +3.5% | -5.8% | +9.3% | +4.5% |
| 30D | +3.6% | -5.3% | +8.9% | +4.4% |
| 3M | -13.6% | -6.7% | -6.9% | -12.8% |
| 6M | -9.1% | +17.4% | -26.5% | -12.8% |
| YTD | -6.1% | +43.0% | -49.1% | -14.5% |
| 1Y | +0.7% | +40.3% | -39.6% | -7.7% |
| All | +0.7% | +41.1% | -40.4% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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