+958.8%
AAOI vs ARM
+353.1%
+605.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.8% | -0.5% | -2.2% |
| 7D | +2.9% | +4.8% | -1.9% | +0.3% |
| 30D | -23.1% | -5.5% | -17.6% | -20.2% |
| 3M | -41.0% | -17.3% | -23.7% | -33.8% |
| 6M | -14.3% | +110.9% | -125.1% | -45.0% |
| YTD | +196.3% | +132.5% | +63.8% | +78.5% |
| 1Y | +272.6% | +64.9% | +207.7% | +178.5% |
| All | +958.8% | +353.1% | +605.8% | +417.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling