+100.9%
AAOI vs BUD
+38.4%
+62.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.1% | -10.5% | -5.2% |
| 7D | -27.9% | +3.3% | -31.2% | -25.7% |
| 30D | -51.2% | +11.8% | -63.1% | -47.5% |
| 3M | -55.0% | -1.1% | -53.9% | -53.3% |
| 6M | -65.7% | +14.9% | -80.6% | -64.2% |
| YTD | +70.0% | +32.6% | +37.4% | +109.4% |
| 1Y | +100.9% | +37.2% | +63.7% | +134.9% |
| All | +100.9% | +38.4% | +62.6% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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