+100.9%
AAOI vs D
+23.9%
+77.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.4% | -11.8% | -3.4% |
| 7D | -27.9% | +8.5% | -36.4% | -22.2% |
| 30D | -51.2% | +14.3% | -65.6% | -45.1% |
| 3M | -55.0% | +1.8% | -56.8% | -53.2% |
| 6M | -65.7% | +13.0% | -78.8% | -61.7% |
| YTD | +70.0% | +22.7% | +47.3% | +109.0% |
| 1Y | +100.9% | +22.6% | +78.3% | +143.1% |
| All | +100.9% | +23.9% | +77.0% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling