+422.6%
AAOI vs BURL
+1,015.7%
-593.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.2% | -0.3% | +2.3% |
| 7D | -16.6% | +7.7% | -24.3% | -19.1% |
| 30D | -52.5% | -7.1% | -45.3% | -51.3% |
| 3M | -61.6% | -30.3% | -31.3% | -56.4% |
| 6M | -65.0% | -15.5% | -49.5% | -64.1% |
| YTD | +49.5% | -11.0% | +60.4% | +50.8% |
| 1Y | +82.4% | -8.4% | +90.8% | +80.6% |
| 3Y | +433.8% | +96.7% | +337.1% | +313.1% |
| 5Y | +806.1% | -14.1% | +820.1% | +769.0% |
| 10Y | +121.2% | +255.1% | -133.8% | +39.1% |
| All | +422.6% | +1,015.7% | -593.1% | +252.3% |
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