+138.6%
AAOI vs AS
-3.7%
+142.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.5% |
| 7D | -0.5% | -4.9% | +4.4% | 0.0% |
| 30D | -42.1% | +3.9% | -46.0% | -42.3% |
| 3M | -61.6% | -9.6% | -52.0% | -61.4% |
| 6M | -77.6% | -8.7% | -69.0% | -77.7% |
| YTD | +43.1% | -19.8% | +63.0% | +38.2% |
| 1Y | +138.6% | -1.5% | +140.1% | +104.2% |
| All | +138.6% | -3.7% | +142.3% | +104.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling