+553.3%
AAOI vs AS
+107.2%
+446.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -1.3% |
| 7D | +4.7% | -2.8% | +7.4% | +6.4% |
| 30D | -18.7% | -23.2% | +4.5% | -5.1% |
| 3M | -33.7% | -20.1% | -13.7% | -26.2% |
| 6M | -2.4% | -18.5% | +16.1% | +5.9% |
| YTD | +209.6% | -25.6% | +235.3% | +250.8% |
| 1Y | +355.0% | -24.4% | +379.4% | +408.8% |
| All | +553.3% | +107.2% | +446.1% | +311.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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