+980.1%
AAOI vs ARM
+372.0%
+608.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | -0.4% |
| 7D | -0.2% | +5.0% | -5.2% | -2.9% |
| 30D | -23.7% | -2.6% | -21.1% | -22.2% |
| 3M | -39.0% | -22.6% | -16.4% | -28.9% |
| 6M | -17.0% | +120.5% | -137.5% | -48.1% |
| YTD | +202.2% | +142.2% | +60.0% | +77.8% |
| 1Y | +292.4% | +71.2% | +221.2% | +187.1% |
| All | +980.1% | +372.0% | +608.1% | +416.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 10y: compounded portfolio wealth divided by compounded ARM 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…
10y analysis · Full analysis span regression · 6 months rolling