+786.6%
AAOI vs AG
+260.2%
+526.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.9% | +0.6% | -2.3% |
| 7D | +2.9% | -5.8% | +8.7% | +5.3% |
| 30D | -23.1% | +6.4% | -29.5% | -25.3% |
| 3M | -41.0% | +28.4% | -69.4% | -46.5% |
| 6M | -14.3% | -24.5% | +10.2% | -5.8% |
| YTD | +196.3% | +21.2% | +175.1% | +175.7% |
| 1Y | +272.6% | +114.1% | +158.5% | +194.1% |
| All | +786.6% | +260.2% | +526.4% | +444.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling