+957.8%
AAOI vs BTG
+163.3%
+794.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -0.2% | -3.8% | +3.6% | +0.5% |
| 30D | -23.7% | +3.6% | -27.3% | -24.3% |
| 3M | -39.0% | +32.0% | -71.0% | -42.1% |
| 6M | -17.0% | +3.4% | -20.4% | -18.1% |
| YTD | +202.2% | +20.8% | +181.5% | +190.4% |
| 1Y | +292.4% | +22.4% | +270.0% | +276.9% |
| 3Y | +804.4% | +91.7% | +712.7% | +708.1% |
| 5Y | +1,318.0% | +79.0% | +1,239.0% | +1,163.5% |
| 10Y | +436.7% | +152.6% | +284.2% | +369.5% |
| All | +957.8% | +163.3% | +794.5% | +770.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling