+100.9%
AAOI vs BWA
+17.4%
+83.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.5% | -4.8% | -5.4% |
| 7D | -27.9% | -9.9% | -18.0% | -21.7% |
| 30D | -51.2% | -16.4% | -34.9% | -43.5% |
| 3M | -55.0% | -19.8% | -35.1% | -45.6% |
| 6M | -65.7% | -10.0% | -55.8% | -58.5% |
| YTD | +70.0% | +12.7% | +57.3% | +73.8% |
| 1Y | +100.9% | +15.7% | +85.3% | +97.9% |
| All | +100.9% | +17.4% | +83.6% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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