+25.1%
NLY vs ARMK
+160.7%
-135.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.6% | -1.6% |
| 7D | -4.0% | +3.1% | -7.1% | -5.1% |
| 30D | -5.2% | -2.8% | -2.4% | -4.3% |
| 3M | +2.8% | +7.6% | -4.8% | -0.3% |
| 6M | +4.2% | +47.9% | -43.7% | -11.0% |
| YTD | +4.7% | +60.0% | -55.4% | -13.7% |
| 1Y | +12.7% | +52.2% | -39.5% | -5.4% |
| 3Y | +62.5% | +131.4% | -68.9% | +9.9% |
| All | +25.1% | +160.7% | -135.5% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling