+983.6%
AAOI vs COP
+197.0%
+786.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.7% |
| 7D | +4.7% | -0.5% | +5.1% | +4.8% |
| 30D | -18.7% | +11.7% | -30.4% | -22.1% |
| 3M | -33.7% | +17.7% | -51.4% | -38.3% |
| 6M | -2.4% | +18.3% | -20.7% | -10.2% |
| YTD | +209.6% | +49.1% | +160.5% | +160.0% |
| 1Y | +355.0% | +53.3% | +301.7% | +278.1% |
| 3Y | +814.7% | +22.2% | +792.5% | +725.2% |
| 5Y | +1,298.1% | +193.3% | +1,104.7% | +780.6% |
| 10Y | +449.8% | +340.2% | +109.6% | +167.7% |
| All | +983.6% | +197.0% | +786.7% | +555.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling