+63.5%
NLY vs JAAA
+29.4%
+34.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.6% |
| 7D | -4.0% | +0.1% | -4.1% | -4.2% |
| 30D | -5.2% | +0.5% | -5.8% | -6.4% |
| 3M | +2.8% | +1.3% | +1.6% | -0.1% |
| 6M | +4.2% | +2.8% | +1.4% | -2.1% |
| YTD | +4.7% | +3.3% | +1.4% | -2.6% |
| 1Y | +12.7% | +4.9% | +7.8% | +1.3% |
| 3Y | +62.5% | +19.0% | +43.6% | +24.7% |
| 5Y | +26.3% | +26.9% | -0.6% | -11.7% |
| All | +63.5% | +29.4% | +34.2% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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