+1,314.2%
AAOI vs AR
+135.2%
+1,179.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.7% |
| 7D | -0.2% | -2.5% | +2.3% | +0.7% |
| 30D | -23.7% | +2.5% | -26.2% | -24.5% |
| 3M | -39.0% | +12.3% | -51.3% | -42.3% |
| 6M | -17.0% | -3.1% | -13.9% | -17.1% |
| YTD | +202.2% | +11.5% | +190.7% | +188.0% |
| 1Y | +292.4% | +17.0% | +275.4% | +267.9% |
| 3Y | +804.4% | +47.3% | +757.1% | +732.3% |
| All | +1,314.2% | +135.2% | +1,179.0% | +1,148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 5y: compounded portfolio wealth divided by compounded AR 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…
5y analysis · Full analysis span regression · 6 months rolling