+67.6%
NLY vs BAM
+66.1%
+1.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.3% |
| 7D | -3.6% | -6.1% | +2.4% | -1.5% |
| 30D | -4.9% | -13.8% | +8.9% | +0.1% |
| 3M | +6.2% | +4.4% | +1.8% | +4.1% |
| 6M | +4.5% | +6.4% | -1.9% | +1.5% |
| YTD | +5.1% | -7.1% | +12.2% | +6.7% |
| 1Y | +13.5% | -11.8% | +25.3% | +16.9% |
| 3Y | +65.6% | +50.2% | +15.4% | +28.7% |
| All | +67.6% | +66.1% | +1.4% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 5y: compounded portfolio wealth divided by compounded BAM 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…
5y analysis · Full analysis span regression · 6 months rolling