-14.3%
AAOI vs APA
+40.8%
-55.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.4% |
| 7D | +2.9% | +0.8% | +2.1% | +3.0% |
| 30D | -23.1% | +9.6% | -32.7% | -22.4% |
| 3M | -41.0% | +18.0% | -59.0% | -39.3% |
| 6M | -14.3% | +41.9% | -56.1% | -1.8% |
| All | -14.3% | +40.8% | -55.1% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 6mo: compounded portfolio wealth divided by compounded APA 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…
6mo analysis · Full analysis span regression · 6 months rolling