-78.4%
RAM vs NLY
-10.1%
-68.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.9% | +5.2% |
| 7D | -37.4% | +2.9% | -40.2% | -36.6% |
| 30D | -62.0% | +4.6% | -66.5% | -61.5% |
| 3M | -52.1% | -14.1% | -38.1% | -46.5% |
| All | -78.4% | -10.1% | -68.3% | -77.9% |
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