+1,318.8%
AAOI vs BROS
+33.7%
+1,285.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -3.1% |
| 7D | +2.9% | -6.1% | +9.0% | +5.1% |
| 30D | -23.1% | -12.4% | -10.7% | -19.8% |
| 3M | -41.0% | -27.9% | -13.1% | -35.5% |
| 6M | -14.3% | -16.8% | +2.5% | -11.3% |
| YTD | +196.3% | -29.0% | +225.3% | +222.3% |
| 1Y | +272.6% | -33.2% | +305.8% | +311.4% |
| 3Y | +775.3% | +56.8% | +718.6% | +668.7% |
| All | +1,318.8% | +33.7% | +1,285.2% | +1,248.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling