+416.0%
AAOI vs RMBS
+566.4%
-150.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +0.7% |
| 7D | -0.2% | +1.8% | -1.9% | -1.3% |
| 30D | -23.7% | -13.9% | -9.8% | -14.0% |
| 3M | -39.0% | -39.8% | +0.8% | -10.4% |
| 6M | -17.0% | -6.0% | -11.0% | -12.1% |
| YTD | +202.2% | -5.4% | +207.6% | +205.4% |
| 1Y | +292.4% | -1.8% | +294.2% | +288.1% |
| 3Y | +804.4% | +53.7% | +750.7% | +536.5% |
| 5Y | +1,318.0% | +268.5% | +1,049.5% | +413.8% |
| All | +416.0% | +566.4% | -150.5% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling