+1,298.1%
AAOI vs COMP
-28.2%
+1,326.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -3.1% |
| 7D | +4.7% | +0.8% | +3.8% | +4.3% |
| 30D | -18.7% | -13.9% | -4.9% | -15.8% |
| 3M | -33.7% | +30.7% | -64.5% | -39.9% |
| 6M | -2.4% | +18.7% | -21.1% | -11.0% |
| YTD | +209.6% | +1.0% | +208.6% | +191.3% |
| 1Y | +355.0% | +15.1% | +339.9% | +304.9% |
| 3Y | +814.7% | +219.8% | +594.9% | +482.2% |
| 5Y | +1,298.1% | -28.7% | +1,326.7% | +1,275.2% |
| All | +1,298.1% | -28.2% | +1,326.3% | +1,275.2% |
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