+19.3%
NLY vs ARWR
+208.4%
-189.0%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -1.0% | +1.7% | -2.7% | -1.1% |
| 30D | +0.6% | -0.7% | +1.3% | +0.6% |
| 3M | +10.8% | +14.9% | -4.0% | +10.0% |
| 6M | +6.2% | +32.6% | -26.4% | +4.1% |
| YTD | +9.0% | +30.0% | -21.0% | +6.8% |
| 1Y | +19.3% | +208.4% | -189.0% | +17.0% |
| All | +19.3% | +208.4% | -189.0% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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