+1,096.5%
AAOI vs COMP
-47.7%
+1,144.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +5.0% |
| 7D | -0.7% | +1.4% | -2.0% | -1.1% |
| 30D | -17.9% | -13.3% | -4.6% | -15.1% |
| 3M | -48.0% | +41.1% | -89.1% | -54.0% |
| 6M | +5.8% | +17.2% | -11.3% | -2.7% |
| YTD | +202.7% | +5.2% | +197.5% | +182.1% |
| 1Y | +352.5% | +18.9% | +333.6% | +300.1% |
| 3Y | +657.0% | +215.9% | +441.1% | +386.2% |
| 5Y | +1,267.0% | -31.2% | +1,298.2% | +1,064.8% |
| All | +1,096.5% | -47.7% | +1,144.2% | +935.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling