+1,314.2%
AAOI vs B
+157.4%
+1,156.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | -0.2% | -2.4% | +2.2% | +1.0% |
| 30D | -23.7% | +6.3% | -30.0% | -26.4% |
| 3M | -39.0% | +12.1% | -51.2% | -42.5% |
| 6M | -17.0% | -3.1% | -13.9% | -16.1% |
| YTD | +202.2% | +2.0% | +200.3% | +198.0% |
| 1Y | +292.4% | +51.7% | +240.7% | +234.2% |
| 3Y | +804.4% | +190.5% | +613.9% | +500.3% |
| All | +1,314.2% | +157.4% | +1,156.8% | +946.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling