+100.9%
AAOI vs BURL
-4.6%
+105.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +7.7% | -15.1% | -7.5% |
| 7D | -27.9% | +10.4% | -38.3% | -28.1% |
| 30D | -51.2% | -4.9% | -46.3% | -50.8% |
| 3M | -55.0% | -29.8% | -25.2% | -54.5% |
| 6M | -65.7% | -16.5% | -49.3% | -66.1% |
| YTD | +70.0% | -10.5% | +80.6% | +67.4% |
| 1Y | +100.9% | -5.3% | +106.2% | +94.4% |
| All | +100.9% | -4.6% | +105.5% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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