+957.8%
AAOI vs A
+340.7%
+617.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +0.2% |
| 7D | -0.2% | -2.6% | +2.4% | +1.6% |
| 30D | -23.7% | -0.9% | -22.8% | -23.3% |
| 3M | -39.0% | +13.6% | -52.7% | -44.5% |
| 6M | -17.0% | +27.8% | -44.9% | -33.2% |
| YTD | +202.2% | +8.6% | +193.6% | +172.6% |
| 1Y | +292.4% | +16.9% | +275.5% | +237.8% |
| 3Y | +804.4% | +32.9% | +771.5% | +623.2% |
| 5Y | +1,318.0% | -14.1% | +1,332.1% | +1,391.4% |
| 10Y | +436.7% | +254.1% | +182.6% | +112.1% |
| All | +957.8% | +340.7% | +617.1% | +263.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling