+292.4%
AAOI vs AUR
+17.8%
+274.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +0.7% |
| 7D | -0.2% | +1.4% | -1.6% | -1.2% |
| 30D | -23.7% | -6.4% | -17.3% | -19.2% |
| 3M | -39.0% | +7.7% | -46.7% | -40.8% |
| 6M | -17.0% | +44.5% | -61.5% | -33.3% |
| YTD | +202.2% | +67.4% | +134.8% | +104.3% |
| 1Y | +292.4% | +15.4% | +277.0% | +307.1% |
| All | +292.4% | +17.8% | +274.6% | +307.1% |
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