+72.3%
AAOI vs NLY
-1.3%
+73.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.5% | +7.4% | +6.9% |
| 7D | -27.4% | +2.9% | -30.3% | -27.3% |
| 30D | -59.1% | +4.6% | -63.7% | -59.0% |
| 3M | -59.6% | -14.1% | -45.6% | -58.5% |
| 6M | -71.9% | -10.7% | -61.2% | -70.5% |
| YTD | +43.8% | -7.0% | +50.8% | +27.7% |
| 1Y | +72.3% | -0.7% | +73.0% | +39.1% |
| All | +72.3% | -1.3% | +73.6% | +39.1% |
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 · 6 months rolling