+983.6%
AAOI vs AG
+69.2%
+914.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.7% |
| 7D | +4.7% | -0.1% | +4.7% | +4.6% |
| 30D | -18.7% | +12.5% | -31.2% | -20.9% |
| 3M | -33.7% | +28.2% | -61.9% | -37.1% |
| 6M | -2.4% | -18.8% | +16.4% | +2.0% |
| YTD | +209.6% | +27.4% | +182.2% | +195.2% |
| 1Y | +355.0% | +132.2% | +222.8% | +290.1% |
| 3Y | +814.7% | +286.9% | +527.8% | +590.5% |
| 5Y | +1,298.1% | +72.8% | +1,225.3% | +1,048.4% |
| 10Y | +449.8% | +74.6% | +375.2% | +312.8% |
| All | +983.6% | +69.2% | +914.4% | +640.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling