+983.6%
AAOI vs ARWR
+1,372.9%
-389.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.7% |
| 7D | +4.7% | -3.2% | +7.9% | +5.3% |
| 30D | -18.7% | -6.5% | -12.3% | -17.6% |
| 3M | -33.7% | +12.7% | -46.4% | -35.8% |
| 6M | -2.4% | +36.2% | -38.6% | -9.5% |
| YTD | +209.6% | +24.5% | +185.1% | +192.3% |
| 1Y | +355.0% | +198.0% | +157.0% | +260.6% |
| 3Y | +814.7% | +176.4% | +638.3% | +605.2% |
| 5Y | +1,298.1% | +26.6% | +1,271.5% | +1,064.0% |
| 10Y | +449.8% | +1,054.1% | -604.2% | +216.7% |
| All | +983.6% | +1,372.9% | -389.3% | +449.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling