+804.4%
AAOI vs BITO
+149.6%
+654.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.2% | -3.4% | +3.3% | +1.8% |
| 30D | -23.7% | +21.4% | -45.1% | -32.9% |
| 3M | -39.0% | +20.5% | -59.5% | -45.5% |
| 6M | -17.0% | +7.4% | -24.4% | -21.3% |
| YTD | +202.2% | -13.9% | +216.1% | +220.8% |
| 1Y | +292.4% | -35.1% | +327.5% | +395.6% |
| 3Y | +804.4% | +156.8% | +647.6% | +515.9% |
| All | +804.4% | +149.6% | +654.8% | +515.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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