+19.3%
NLY vs AS
-21.9%
+41.2%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.7% |
| 7D | -1.0% | -4.9% | +3.9% | -0.2% |
| 30D | +0.6% | -19.6% | +20.2% | +4.2% |
| 3M | +10.8% | -14.4% | +25.2% | +13.4% |
| 6M | +6.2% | -20.1% | +26.3% | +8.3% |
| YTD | +9.0% | -20.9% | +30.0% | +11.1% |
| 1Y | +19.3% | -21.9% | +41.2% | +23.7% |
| All | +19.3% | -21.9% | +41.2% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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