-33.7%
AAOI vs BP
+6.6%
-40.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -2.6% |
| 7D | +4.7% | +4.0% | +0.7% | +6.1% |
| 30D | -18.7% | +7.8% | -26.6% | -15.3% |
| 3M | -33.7% | +8.4% | -42.1% | -31.6% |
| All | -33.7% | +6.6% | -40.3% | -31.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling