+416.0%
AAOI vs BP
+137.7%
+278.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.2% | +5.2% | -5.4% | -2.3% |
| 30D | -23.7% | +8.7% | -32.4% | -26.4% |
| 3M | -39.0% | +9.3% | -48.4% | -42.0% |
| 6M | -17.0% | +13.6% | -30.6% | -22.4% |
| YTD | +202.2% | +37.7% | +164.6% | +159.9% |
| 1Y | +292.4% | +40.6% | +251.8% | +233.6% |
| 3Y | +804.4% | +40.3% | +764.0% | +666.1% |
| 5Y | +1,318.0% | +141.4% | +1,176.6% | +826.4% |
| All | +416.0% | +137.7% | +278.2% | +273.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling