+416.0%
AAOI vs DD
+66.6%
+349.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | -0.2% | -3.5% | +3.3% | +2.2% |
| 30D | -23.7% | -11.7% | -12.0% | -16.8% |
| 3M | -39.0% | -9.2% | -29.8% | -34.4% |
| 6M | -17.0% | -7.2% | -9.9% | -11.4% |
| YTD | +202.2% | +6.6% | +195.6% | +192.9% |
| 1Y | +292.4% | +32.0% | +260.4% | +233.1% |
| 3Y | +804.4% | +42.1% | +762.2% | +661.2% |
| 5Y | +1,318.0% | +58.1% | +1,260.0% | +1,007.8% |
| All | +416.0% | +66.6% | +349.4% | +241.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling