-43.3%
AAOI vs AG
+20.4%
-63.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.8% | +6.5% |
| 7D | +7.9% | +4.5% | +3.4% | +3.5% |
| 30D | -17.8% | +12.9% | -30.6% | -26.2% |
| 3M | -43.3% | +20.9% | -64.2% | -54.8% |
| All | -43.3% | +20.4% | -63.7% | -54.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling