+957.8%
AAOI vs BAH
+479.3%
+478.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -0.2% | +4.3% | -4.4% | -1.5% |
| 30D | -23.7% | -2.5% | -21.2% | -23.4% |
| 3M | -39.0% | -0.9% | -38.1% | -39.6% |
| 6M | -17.0% | +1.5% | -18.5% | -19.3% |
| YTD | +202.2% | -8.0% | +210.2% | +196.3% |
| 1Y | +292.4% | -24.7% | +317.1% | +315.6% |
| 3Y | +804.4% | -28.4% | +832.8% | +857.9% |
| 5Y | +1,318.0% | +2.8% | +1,315.2% | +1,177.0% |
| 10Y | +436.7% | +206.4% | +230.3% | +217.5% |
| All | +957.8% | +479.3% | +478.6% | +440.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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