+416.0%
AAOI vs ARWR
+1,081.9%
-665.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -0.2% | -4.0% | +3.9% | +0.8% |
| 30D | -23.7% | -5.0% | -18.7% | -22.8% |
| 3M | -39.0% | +11.3% | -50.4% | -40.9% |
| 6M | -17.0% | +42.6% | -59.6% | -24.5% |
| YTD | +202.2% | +24.8% | +177.4% | +183.3% |
| 1Y | +292.4% | +178.8% | +113.6% | +207.3% |
| 3Y | +804.4% | +183.3% | +621.0% | +570.7% |
| 5Y | +1,318.0% | +29.5% | +1,288.6% | +1,035.7% |
| All | +416.0% | +1,081.9% | -665.9% | +245.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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