+804.4%
AAOI vs BWA
+70.7%
+733.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +0.8% |
| 7D | -0.2% | -1.3% | +1.2% | +0.8% |
| 30D | -23.7% | -2.9% | -20.8% | -21.3% |
| 3M | -39.0% | -10.7% | -28.3% | -32.8% |
| 6M | -17.0% | +26.5% | -43.5% | -27.8% |
| YTD | +202.2% | +49.1% | +153.1% | +114.1% |
| 1Y | +292.4% | +52.1% | +240.4% | +172.1% |
| 3Y | +804.4% | +72.6% | +731.8% | +350.6% |
| All | +804.4% | +70.7% | +733.7% | +350.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling