+48.8%
AAOI vs BTI
+22.5%
+26.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | +0.2% | -21.1% | -20.8% |
| 7D | -40.8% | +3.3% | -44.1% | -39.8% |
| 30D | -64.0% | +19.0% | -83.0% | -61.6% |
| 3M | -63.5% | +6.4% | -70.0% | -61.2% |
| 6M | -74.0% | +7.7% | -81.7% | -73.5% |
| YTD | +34.5% | +14.6% | +19.9% | +30.9% |
| 1Y | +48.8% | +22.0% | +26.8% | +32.3% |
| All | +48.8% | +22.5% | +26.3% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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