+804.4%
AAOI vs NLY
+64.2%
+740.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.6% |
| 7D | -0.2% | -4.0% | +3.8% | +5.4% |
| 30D | -23.7% | -5.2% | -18.5% | -18.7% |
| 3M | -39.0% | +2.8% | -41.9% | -42.7% |
| 6M | -17.0% | +4.2% | -21.2% | -24.9% |
| YTD | +202.2% | +4.7% | +197.6% | +164.8% |
| 1Y | +292.4% | +12.7% | +279.7% | +202.6% |
| 3Y | +804.4% | +62.5% | +741.8% | +249.4% |
| All | +804.4% | +64.2% | +740.2% | +249.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling