+353.5%
AAOI vs ARM
+265.0%
+88.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.6% | -1.0% | -2.8% |
| 7D | -0.5% | +9.1% | -9.6% | -5.1% |
| 30D | -42.1% | -19.9% | -22.2% | -32.2% |
| 3M | -61.6% | -31.6% | -30.0% | -50.8% |
| 6M | -77.6% | -13.9% | -63.8% | -75.4% |
| YTD | +43.1% | +74.3% | -31.2% | +3.0% |
| 1Y | +138.6% | +35.8% | +102.8% | +99.4% |
| 3Y | +353.5% | +268.6% | +84.9% | +162.1% |
| All | +353.5% | +265.0% | +88.5% | +162.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling