-77.6%
AAOI vs ARM
-10.1%
-67.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.6% | -1.0% | -2.1% |
| 7D | -0.5% | +9.1% | -9.6% | -6.2% |
| 30D | -42.1% | -19.9% | -22.2% | -30.8% |
| 3M | -61.6% | -31.6% | -30.0% | -49.7% |
| 6M | -77.6% | -13.9% | -63.8% | -72.6% |
| All | -77.6% | -10.1% | -67.5% | -72.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling