+465.6%
AAOI vs COMP
-52.0%
+517.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -6.1% |
| 7D | -0.5% | 0.0% | -0.5% | -0.3% |
| 30D | -42.1% | +16.6% | -58.7% | -44.7% |
| 3M | -61.6% | -23.5% | -38.1% | -59.0% |
| 6M | -77.6% | +25.7% | -103.4% | -79.6% |
| YTD | +43.1% | -3.4% | +46.5% | +36.0% |
| 1Y | +138.6% | +7.6% | +131.0% | +119.7% |
| 3Y | +353.5% | +423.6% | -70.0% | +160.0% |
| 5Y | +720.6% | -10.6% | +731.2% | +566.3% |
| All | +465.6% | -52.0% | +517.6% | +399.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling