+416.0%
AAOI vs B
+210.7%
+205.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | -0.2% | -2.4% | +2.2% | +0.6% |
| 30D | -23.7% | +6.3% | -30.0% | -25.5% |
| 3M | -39.0% | +12.1% | -51.2% | -41.3% |
| 6M | -17.0% | -3.1% | -13.9% | -16.2% |
| YTD | +202.2% | +2.0% | +200.3% | +200.6% |
| 1Y | +292.4% | +51.7% | +240.7% | +253.1% |
| 3Y | +804.4% | +190.5% | +613.9% | +588.5% |
| 5Y | +1,318.0% | +158.0% | +1,160.1% | +992.2% |
| All | +416.0% | +210.7% | +205.3% | +278.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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