-17.0%
AAOI vs BHP
+21.5%
-38.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.3% |
| 7D | -0.2% | -3.6% | +3.5% | +4.9% |
| 30D | -23.7% | -1.2% | -22.5% | -23.5% |
| 3M | -39.0% | +1.2% | -40.2% | -40.9% |
| 6M | -17.0% | +21.4% | -38.5% | -36.0% |
| All | -17.0% | +21.5% | -38.5% | -36.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling