+100.9%
AAOI vs BHP
+53.4%
+47.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.6% | -9.9% | -11.0% |
| 7D | -27.9% | -2.5% | -25.4% | -25.3% |
| 30D | -51.2% | -7.7% | -43.5% | -44.9% |
| 3M | -55.0% | -6.4% | -48.6% | -50.7% |
| 6M | -65.7% | +5.2% | -70.9% | -67.0% |
| YTD | +70.0% | +38.3% | +31.7% | +7.8% |
| 1Y | +100.9% | +53.4% | +47.5% | +9.2% |
| All | +100.9% | +53.4% | +47.5% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 1y: compounded portfolio wealth divided by compounded BHP 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…
1y analysis · Full analysis span regression · 6 months rolling