+826.4%
AAOI vs COMP
+214.1%
+612.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -3.0% |
| 7D | +4.7% | +0.8% | +3.8% | +4.2% |
| 30D | -18.7% | -13.9% | -4.9% | -15.1% |
| 3M | -33.7% | +30.7% | -64.5% | -41.9% |
| 6M | -2.4% | +18.7% | -21.1% | -13.6% |
| YTD | +209.6% | +1.0% | +208.6% | +184.9% |
| 1Y | +355.0% | +15.1% | +339.9% | +283.9% |
| All | +826.4% | +214.1% | +612.3% | +341.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling