+1,020.0%
AAOI vs D
+81.7%
+938.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.7% |
| 7D | +7.9% | +0.8% | +7.1% | +7.8% |
| 30D | -17.8% | -0.7% | -17.0% | -17.7% |
| 3M | -43.3% | +2.1% | -45.4% | -43.4% |
| 6M | +16.7% | +6.8% | +9.9% | +15.7% |
| YTD | +220.0% | +16.5% | +203.5% | +214.7% |
| 1Y | +372.1% | +19.2% | +352.9% | +362.5% |
| 3Y | +845.3% | +61.9% | +783.5% | +780.0% |
| 5Y | +1,333.8% | +6.5% | +1,327.3% | +1,311.2% |
| 10Y | +457.2% | +35.3% | +421.9% | +412.0% |
| All | +1,020.0% | +81.7% | +938.3% | +838.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling