+77.9%
NLY vs ARWR
+1,081.9%
-1,004.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -4.0% | -4.0% | +0.1% | -3.6% |
| 30D | -5.2% | -5.0% | -0.2% | -4.8% |
| 3M | +2.8% | +11.3% | -8.5% | +1.5% |
| 6M | +4.2% | +42.6% | -38.4% | +0.4% |
| YTD | +4.7% | +24.8% | -20.1% | +1.8% |
| 1Y | +12.7% | +178.8% | -166.0% | +1.4% |
| 3Y | +62.5% | +183.3% | -120.8% | +40.5% |
| 5Y | +26.3% | +29.5% | -3.1% | +12.7% |
| All | +77.9% | +1,081.9% | -1,004.0% | +44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling