+100.9%
AAOI vs BTSG
+111.7%
-10.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.3% | -7.3% |
| 7D | -27.9% | +17.4% | -45.3% | -36.8% |
| 30D | -51.2% | +12.6% | -63.8% | -55.6% |
| 3M | -55.0% | +11.2% | -66.2% | -58.8% |
| 6M | -65.7% | +30.4% | -96.1% | -76.2% |
| YTD | +70.0% | +86.4% | -16.4% | -21.7% |
| 1Y | +100.9% | +117.9% | -17.0% | -22.3% |
| All | +100.9% | +111.7% | -10.8% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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