+48.8%
AAOI vs BX
-12.7%
+61.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -4.6% | -16.3% | -20.5% |
| 7D | -40.8% | +0.3% | -41.1% | -40.5% |
| 30D | -64.0% | +6.7% | -70.7% | -63.9% |
| 3M | -63.5% | -11.1% | -52.5% | -63.2% |
| 6M | -74.0% | -0.4% | -73.6% | -73.9% |
| YTD | +34.5% | -19.1% | +53.6% | +53.1% |
| 1Y | +48.8% | -13.6% | +62.4% | +51.4% |
| All | +48.8% | -12.7% | +61.5% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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