+1,285.5%
NLY vs ARWR
+27.1%
+1,258.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.5% |
| 7D | -0.4% | -3.2% | +2.8% | -0.4% |
| 30D | -1.3% | -6.5% | +5.1% | -1.3% |
| 3M | +7.6% | +12.7% | -5.0% | +7.5% |
| 6M | +8.9% | +36.2% | -27.3% | +8.7% |
| YTD | +8.1% | +24.5% | -16.4% | +7.9% |
| 1Y | +15.8% | +198.0% | -182.2% | +15.0% |
| 3Y | +70.2% | +176.4% | -106.2% | +68.8% |
| 5Y | +30.0% | +26.6% | +3.4% | +29.1% |
| 10Y | +86.8% | +1,054.1% | -967.2% | +84.2% |
| All | +1,285.5% | +27.1% | +1,258.4% | +1,298.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling