+769.2%
AAOI vs COMP
-12.0%
+781.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.2% | -4.8% |
| 7D | +12.7% | +8.9% | +3.8% | +10.3% |
| 30D | -46.0% | +14.0% | -59.9% | -48.0% |
| 3M | -61.7% | -21.1% | -40.6% | -59.5% |
| 6M | -71.9% | +20.1% | -92.0% | -74.1% |
| YTD | +51.6% | -5.0% | +56.6% | +44.8% |
| 1Y | +120.8% | +5.7% | +115.1% | +104.3% |
| 3Y | +464.3% | +412.2% | +52.1% | +224.5% |
| 5Y | +769.2% | -12.1% | +781.3% | +654.2% |
| All | +769.2% | -12.0% | +781.3% | +654.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling