+100.9%
AAOI vs DD
+49.3%
+51.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.8% | -5.6% | -5.7% |
| 7D | -27.9% | +8.7% | -36.6% | -33.7% |
| 30D | -51.2% | +15.3% | -66.6% | -57.9% |
| 3M | -55.0% | +5.9% | -60.9% | -57.3% |
| 6M | -65.7% | +11.6% | -77.3% | -68.4% |
| YTD | +70.0% | +26.5% | +43.5% | +29.5% |
| 1Y | +100.9% | +35.4% | +65.5% | +42.8% |
| All | +100.9% | +49.3% | +51.6% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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