-17.0%
AAOI vs BR
-8.5%
-8.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +1.7% |
| 7D | -0.2% | -3.0% | +2.8% | -3.0% |
| 30D | -23.7% | -0.3% | -23.4% | -23.2% |
| 3M | -39.0% | +17.3% | -56.3% | -24.3% |
| 6M | -17.0% | -6.7% | -10.3% | -12.3% |
| All | -17.0% | -8.5% | -8.6% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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