+67.1%
NLY vs UMAC
+473.8%
-406.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.4% |
| 7D | -4.0% | -3.4% | -0.6% | -3.9% |
| 30D | -5.2% | -15.1% | +9.9% | -5.1% |
| 3M | +2.8% | -10.8% | +13.6% | +2.7% |
| 6M | +4.2% | +15.7% | -11.5% | +2.8% |
| YTD | +4.7% | +80.1% | -75.5% | +2.1% |
| 1Y | +12.7% | +116.7% | -104.0% | +9.2% |
| All | +67.1% | +473.8% | -406.7% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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