+116.7%
NLY vs BAH
+928.2%
-811.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -4.0% | +4.3% | -8.2% | -4.6% |
| 30D | -5.2% | -2.5% | -2.8% | -4.9% |
| 3M | +2.8% | -0.9% | +3.8% | +2.6% |
| 6M | +4.2% | +1.5% | +2.7% | +3.3% |
| YTD | +4.7% | -8.0% | +12.6% | +4.8% |
| 1Y | +12.7% | -24.7% | +37.5% | +16.5% |
| 3Y | +62.5% | -28.4% | +90.9% | +65.6% |
| 5Y | +26.3% | +2.8% | +23.5% | +19.6% |
| 10Y | +81.0% | +206.4% | -125.4% | +47.0% |
| All | +116.7% | +928.2% | -811.5% | +42.2% |
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