+1,314.2%
AAOI vs ARWR
+29.9%
+1,284.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -0.2% | -4.0% | +3.9% | +1.4% |
| 30D | -23.7% | -5.0% | -18.7% | -22.1% |
| 3M | -39.0% | +11.3% | -50.4% | -42.3% |
| 6M | -17.0% | +42.6% | -59.6% | -30.1% |
| YTD | +202.2% | +24.8% | +177.4% | +168.0% |
| 1Y | +292.4% | +178.8% | +113.6% | +149.2% |
| 3Y | +804.4% | +183.3% | +621.0% | +397.0% |
| All | +1,314.2% | +29.9% | +1,284.3% | +840.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling