+100.9%
AAOI vs COMP
+23.8%
+77.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +7.7% | -15.1% | -7.8% |
| 7D | -27.9% | +9.5% | -37.4% | -28.3% |
| 30D | -51.2% | +8.1% | -59.3% | -51.5% |
| 3M | -55.0% | -16.3% | -38.6% | -54.6% |
| 6M | -65.7% | +42.2% | -107.9% | -67.1% |
| YTD | +70.0% | -5.0% | +75.0% | +62.2% |
| 1Y | +100.9% | +20.1% | +80.8% | +69.1% |
| All | +100.9% | +23.8% | +77.1% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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