+100.9%
AAOI vs ALL
+42.7%
+58.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.9% | -10.2% | -2.6% |
| 7D | -27.9% | +7.5% | -35.5% | -18.2% |
| 30D | -51.2% | +19.7% | -71.0% | -33.4% |
| 3M | -55.0% | +2.9% | -57.9% | -50.1% |
| 6M | -65.7% | +23.5% | -89.3% | -49.9% |
| YTD | +70.0% | +31.1% | +38.9% | +177.1% |
| 1Y | +100.9% | +40.5% | +60.5% | +269.6% |
| All | +100.9% | +42.7% | +58.2% | +269.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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