+937.0%
AAOI vs BWA
+75.2%
+861.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.7% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | -23.1% | -5.5% | -17.6% | -19.9% |
| 3M | -41.0% | -7.6% | -33.4% | -37.4% |
| 6M | -14.3% | +25.0% | -39.2% | -23.2% |
| YTD | +196.3% | +47.0% | +149.3% | +129.9% |
| 1Y | +272.6% | +54.0% | +218.6% | +180.3% |
| 3Y | +775.3% | +70.7% | +704.7% | +514.7% |
| 5Y | +1,290.2% | +86.7% | +1,203.5% | +808.4% |
| 10Y | +426.2% | +154.0% | +272.2% | +143.1% |
| All | +937.0% | +75.2% | +861.9% | +565.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling