+983.6%
AAOI vs COO
+96.5%
+887.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.2% | +3.0% | 0.0% |
| 7D | +4.7% | -9.0% | +13.6% | +9.6% |
| 30D | -18.7% | -16.8% | -1.9% | -11.2% |
| 3M | -33.7% | -7.5% | -26.2% | -32.7% |
| 6M | -2.4% | -16.3% | +13.8% | +3.3% |
| YTD | +209.6% | -22.5% | +232.2% | +242.0% |
| 1Y | +355.0% | -7.0% | +362.0% | +347.4% |
| 3Y | +814.7% | -27.5% | +842.1% | +941.6% |
| 5Y | +1,298.1% | -43.3% | +1,341.4% | +1,681.6% |
| 10Y | +449.8% | +37.6% | +412.2% | +343.4% |
| All | +983.6% | +96.5% | +887.2% | +715.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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