+937.0%
AAOI vs BUD
+3.2%
+933.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.2% |
| 7D | +2.9% | -3.2% | +6.1% | +4.1% |
| 30D | -23.1% | -3.7% | -19.4% | -22.3% |
| 3M | -41.0% | -4.4% | -36.6% | -40.9% |
| 6M | -14.3% | +7.7% | -22.0% | -17.9% |
| YTD | +196.3% | +23.1% | +173.2% | +168.7% |
| 1Y | +272.6% | +33.6% | +239.0% | +224.6% |
| 3Y | +775.3% | +44.7% | +730.6% | +622.6% |
| 5Y | +1,290.2% | +44.9% | +1,245.2% | +1,009.6% |
| 10Y | +426.2% | -23.1% | +449.3% | +403.0% |
| All | +937.0% | +3.2% | +933.8% | +728.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling