+292.4%
AAOI vs COMP
+13.6%
+278.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.7% | +1.8% |
| 7D | -0.2% | -5.5% | +5.3% | 0.0% |
| 30D | -23.7% | -17.4% | -6.3% | -23.3% |
| 3M | -39.0% | +24.4% | -63.4% | -40.1% |
| 6M | -17.0% | +21.8% | -38.8% | -18.8% |
| YTD | +202.2% | -0.6% | +202.8% | +193.2% |
| 1Y | +292.4% | +11.5% | +280.9% | +266.2% |
| All | +292.4% | +13.6% | +278.8% | +266.2% |
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