+1,314.2%
AAOI vs COP
+189.9%
+1,124.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -0.2% | +2.3% | -2.5% | -1.0% |
| 30D | -23.7% | +8.6% | -32.3% | -26.0% |
| 3M | -39.0% | +19.9% | -58.9% | -43.6% |
| 6M | -17.0% | +19.0% | -36.1% | -23.9% |
| YTD | +202.2% | +50.0% | +152.3% | +151.4% |
| 1Y | +292.4% | +50.5% | +241.9% | +225.6% |
| 3Y | +804.4% | +25.2% | +779.2% | +676.9% |
| All | +1,314.2% | +189.9% | +1,124.3% | +1,116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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