+804.4%
AAOI vs BAX
-35.4%
+839.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.3% |
| 7D | -0.2% | -7.9% | +7.7% | +1.2% |
| 30D | -23.7% | -11.7% | -12.0% | -22.2% |
| 3M | -39.0% | +16.2% | -55.2% | -40.7% |
| 6M | -17.0% | +32.0% | -49.0% | -22.2% |
| YTD | +202.2% | +24.7% | +177.5% | +185.1% |
| 1Y | +292.4% | -2.6% | +295.0% | +296.5% |
| 3Y | +804.4% | -35.0% | +839.4% | +678.9% |
| All | +804.4% | -35.4% | +839.7% | +678.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 3y: compounded portfolio wealth divided by compounded BAX 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…
3y analysis · Full analysis span regression · 6 months rolling