+100.9%
AAOI vs BROS
-18.6%
+119.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.9% | -8.3% | -7.5% |
| 7D | -27.9% | +2.5% | -30.4% | -28.2% |
| 30D | -51.2% | +15.1% | -66.3% | -52.5% |
| 3M | -55.0% | -31.4% | -23.6% | -51.5% |
| 6M | -65.7% | -22.6% | -43.1% | -64.2% |
| YTD | +70.0% | -28.1% | +98.2% | +83.4% |
| 1Y | +100.9% | -20.3% | +121.2% | +108.4% |
| All | +100.9% | -18.6% | +119.5% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling