+72.2%
NLY vs BAM
+67.8%
+4.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.4% |
| 7D | -0.4% | -3.9% | +3.5% | +0.9% |
| 30D | -1.3% | -8.8% | +7.5% | +1.8% |
| 3M | +7.6% | +2.2% | +5.4% | +6.4% |
| 6M | +8.9% | +5.9% | +3.0% | +6.0% |
| YTD | +8.1% | -6.1% | +14.2% | +9.3% |
| 1Y | +15.8% | -11.6% | +27.4% | +19.2% |
| 3Y | +70.2% | +51.7% | +18.5% | +31.8% |
| All | +72.2% | +67.8% | +4.4% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling