+460.3%
AAOI vs BURL
+1,011.9%
-551.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.6% | +0.9% | +14.7% | +15.3% |
| 7D | -5.8% | -0.8% | -4.9% | -5.2% |
| 30D | -44.5% | -4.4% | -40.1% | -43.7% |
| 3M | -58.4% | -28.6% | -29.8% | -53.2% |
| 6M | -69.8% | -12.3% | -57.5% | -69.4% |
| YTD | +60.2% | -11.3% | +71.5% | +62.0% |
| 1Y | +135.2% | -10.4% | +145.6% | +135.4% |
| 3Y | +496.5% | +96.1% | +400.4% | +362.5% |
| 5Y | +824.8% | -5.0% | +829.8% | +764.9% |
| 10Y | +123.7% | +251.8% | -128.1% | +41.1% |
| All | +460.3% | +1,011.9% | -551.6% | +278.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling