-14.3%
AAOI vs A
+24.4%
-38.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -4.3% |
| 7D | +2.9% | -4.6% | +7.5% | +2.7% |
| 30D | -23.1% | -4.3% | -18.8% | -22.6% |
| 3M | -41.0% | +8.9% | -50.0% | -40.0% |
| 6M | -14.3% | +24.5% | -38.8% | -13.7% |
| All | -14.3% | +24.4% | -38.7% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 6mo: compounded portfolio wealth divided by compounded A 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…
6mo analysis · Full analysis span regression · 6 months rolling