+1,347.3%
AAOI vs BROS
+35.1%
+1,312.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.6% |
| 7D | -0.2% | -5.8% | +5.6% | +1.9% |
| 30D | -23.7% | -14.0% | -9.7% | -19.9% |
| 3M | -39.0% | -32.5% | -6.5% | -31.6% |
| 6M | -17.0% | -14.9% | -2.1% | -14.8% |
| YTD | +202.2% | -28.3% | +230.5% | +227.6% |
| 1Y | +292.4% | -34.0% | +326.4% | +335.3% |
| 3Y | +804.4% | +63.0% | +741.4% | +686.3% |
| All | +1,347.3% | +35.1% | +1,312.2% | +1,270.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling