+804.4%
AAOI vs BRO
-7.6%
+812.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +1.9% |
| 7D | -0.2% | -7.3% | +7.2% | -3.2% |
| 30D | -23.7% | -6.9% | -16.8% | -25.4% |
| 3M | -39.0% | +10.7% | -49.7% | -37.7% |
| 6M | -17.0% | -2.7% | -14.4% | -14.1% |
| YTD | +202.2% | -16.3% | +218.6% | +220.0% |
| 1Y | +292.4% | -29.1% | +321.5% | +346.2% |
| 3Y | +804.4% | -7.8% | +812.2% | +691.5% |
| All | +804.4% | -7.6% | +812.0% | +691.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling