-77.6%
AAOI vs COMP
+23.0%
-100.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -5.9% |
| 7D | -0.5% | 0.0% | -0.5% | -0.3% |
| 30D | -42.1% | +16.6% | -58.7% | -42.5% |
| 3M | -61.6% | -23.5% | -38.1% | -61.3% |
| 6M | -77.6% | +25.7% | -103.4% | -79.5% |
| All | -77.6% | +23.0% | -100.6% | -79.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling