+1,020.0%
AAOI vs B
+198.2%
+821.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.0% |
| 7D | +7.9% | +2.3% | +5.6% | +7.2% |
| 30D | -17.8% | +1.4% | -19.1% | -18.2% |
| 3M | -43.3% | +12.2% | -55.5% | -44.8% |
| 6M | +16.7% | -2.1% | +18.8% | +17.4% |
| YTD | +220.0% | +2.9% | +217.1% | +218.6% |
| 1Y | +372.1% | +55.3% | +316.8% | +338.5% |
| 3Y | +845.3% | +198.7% | +646.7% | +686.4% |
| 5Y | +1,333.8% | +153.8% | +1,180.0% | +1,108.5% |
| 10Y | +457.2% | +193.4% | +263.8% | +359.0% |
| All | +1,020.0% | +198.2% | +821.7% | +759.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling