+100.9%
AAOI vs AG
+29.4%
+71.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +9.1% | -16.5% | -12.8% |
| 7D | -27.9% | -2.6% | -25.3% | -27.0% |
| 30D | -51.2% | -12.1% | -39.1% | -47.3% |
| 3M | -55.0% | -6.6% | -48.4% | -53.6% |
| 6M | -65.7% | -20.5% | -45.3% | -61.2% |
| YTD | +70.0% | -7.4% | +77.5% | +75.7% |
| 1Y | +100.9% | +33.4% | +67.5% | +75.7% |
| All | +100.9% | +29.4% | +71.6% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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