+117.7%
NLY vs BAH
+925.2%
-807.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.8% | -7.5% | -3.4% |
| 7D | -3.6% | +2.4% | -6.1% | -4.0% |
| 30D | -4.9% | -2.9% | -2.0% | -4.6% |
| 3M | +6.2% | -1.3% | +7.5% | +6.1% |
| 6M | +4.5% | -0.9% | +5.4% | +4.0% |
| YTD | +5.1% | -8.2% | +13.4% | +5.3% |
| 1Y | +13.5% | -24.0% | +37.5% | +17.0% |
| 3Y | +65.6% | -28.1% | +93.7% | +68.6% |
| 5Y | +26.9% | +2.5% | +24.4% | +20.2% |
| 10Y | +81.8% | +205.5% | -123.7% | +47.7% |
| All | +117.7% | +925.2% | -807.5% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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