+57.5%
NLY vs AS
+104.6%
-47.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.5% |
| 7D | -3.6% | -3.9% | +0.2% | -3.1% |
| 30D | -4.9% | -19.0% | +14.1% | -2.1% |
| 3M | +6.2% | -18.8% | +25.0% | +9.1% |
| 6M | +4.5% | -21.0% | +25.5% | +7.5% |
| YTD | +5.1% | -26.6% | +31.8% | +8.9% |
| 1Y | +13.5% | -25.3% | +38.9% | +17.1% |
| All | +57.5% | +104.6% | -47.1% | +42.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling