-75.5%
RAM vs NLY
-9.1%
-66.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +1.1% | +12.4% | +13.7% |
| 7D | -23.6% | +2.5% | -26.1% | -22.7% |
| 30D | -52.2% | +3.6% | -55.7% | -51.1% |
| 3M | -43.9% | -14.6% | -29.3% | -36.7% |
| All | -75.5% | -9.1% | -66.4% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 1y: compounded portfolio wealth divided by compounded NLY 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…
1y analysis · Full analysis span regression · Available span rolling