+100.9%
AAOI vs BND
-0.5%
+101.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.4% | -7.8% | -7.8% |
| 7D | -27.9% | +0.4% | -28.3% | -28.3% |
| 30D | -51.2% | +2.3% | -53.6% | -53.8% |
| 3M | -55.0% | -1.0% | -54.0% | -52.6% |
| 6M | -65.7% | -0.9% | -64.9% | -63.9% |
| YTD | +70.0% | -0.9% | +70.9% | +85.6% |
| 1Y | +100.9% | -0.5% | +101.4% | +117.6% |
| All | +100.9% | -0.5% | +101.4% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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