-69.8%
AAOI vs BURL
-15.6%
-54.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.6% | +0.9% | +14.7% | +15.8% |
| 7D | -5.8% | -0.8% | -4.9% | -6.3% |
| 30D | -44.5% | -4.4% | -40.1% | -44.8% |
| 3M | -58.4% | -28.6% | -29.8% | -66.2% |
| 6M | -69.8% | -12.3% | -57.5% | -71.7% |
| All | -69.8% | -15.6% | -54.2% | -71.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling