+993.6%
AAOI vs AR
-27.8%
+1,021.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.9% |
| 7D | +7.9% | -1.8% | +9.7% | +8.3% |
| 30D | -17.8% | +12.6% | -30.3% | -20.0% |
| 3M | -43.3% | +10.0% | -53.3% | -44.8% |
| 6M | +16.7% | +0.6% | +16.1% | +15.7% |
| YTD | +220.0% | +13.4% | +206.6% | +210.0% |
| 1Y | +372.1% | +21.7% | +350.4% | +351.1% |
| 3Y | +845.3% | +45.8% | +799.5% | +782.5% |
| 5Y | +1,333.8% | +144.3% | +1,189.6% | +1,077.3% |
| 10Y | +457.2% | +41.8% | +415.4% | +395.8% |
| All | +993.6% | -27.8% | +1,021.5% | +1,093.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling