+1,071.1%
AAOI vs COMP
-52.3%
+1,123.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.1% | +0.9% | -2.9% |
| 7D | +2.9% | -8.4% | +11.3% | +5.4% |
| 30D | -23.1% | -20.2% | -2.9% | -18.7% |
| 3M | -41.0% | +28.1% | -69.1% | -46.1% |
| 6M | -14.3% | +14.9% | -29.1% | -20.9% |
| YTD | +196.3% | -4.2% | +200.5% | +183.2% |
| 1Y | +272.6% | +10.2% | +262.4% | +236.2% |
| 3Y | +775.3% | +203.3% | +572.0% | +470.3% |
| 5Y | +1,290.2% | -29.2% | +1,319.4% | +1,091.7% |
| All | +1,071.1% | -52.3% | +1,123.4% | +939.9% |
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