-2.4%
AAOI vs BP
+15.4%
-17.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -3.6% |
| 7D | +4.7% | +4.0% | +0.7% | +3.8% |
| 30D | -18.7% | +7.8% | -26.6% | -19.7% |
| 3M | -33.7% | +8.4% | -42.1% | -33.0% |
| 6M | -2.4% | +15.1% | -17.5% | -7.9% |
| All | -2.4% | +15.4% | -17.9% | -7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling