+416.0%
AAOI vs BTG
+159.3%
+256.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -0.2% | -3.8% | +3.6% | +0.7% |
| 30D | -23.7% | +3.6% | -27.3% | -24.5% |
| 3M | -39.0% | +32.0% | -71.0% | -43.2% |
| 6M | -17.0% | +3.4% | -20.4% | -18.6% |
| YTD | +202.2% | +20.8% | +181.5% | +185.5% |
| 1Y | +292.4% | +22.4% | +270.0% | +270.2% |
| 3Y | +804.4% | +91.7% | +712.7% | +669.7% |
| 5Y | +1,318.0% | +79.0% | +1,239.0% | +1,100.5% |
| All | +416.0% | +159.3% | +256.7% | +347.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling