+100.9%
AAOI vs AUR
-17.4%
+118.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.4% | -2.9% | -4.0% |
| 7D | -27.9% | -19.8% | -8.1% | -15.6% |
| 30D | -51.2% | -29.0% | -22.2% | -37.3% |
| 3M | -55.0% | -43.6% | -11.4% | -31.8% |
| 6M | -65.7% | -36.6% | -29.1% | -50.0% |
| YTD | +70.0% | +6.3% | +63.8% | +77.6% |
| 1Y | +100.9% | -9.0% | +109.9% | +130.9% |
| All | +100.9% | -17.4% | +118.3% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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