+1,314.2%
AAOI vs DD
+56.1%
+1,258.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | -0.2% | -3.5% | +3.3% | +3.1% |
| 30D | -23.7% | -11.7% | -12.0% | -14.3% |
| 3M | -39.0% | -9.2% | -29.8% | -32.7% |
| 6M | -17.0% | -7.2% | -9.9% | -9.7% |
| YTD | +202.2% | +6.6% | +195.6% | +186.9% |
| 1Y | +292.4% | +32.0% | +260.4% | +208.7% |
| 3Y | +804.4% | +42.1% | +762.2% | +587.2% |
| All | +1,314.2% | +56.1% | +1,258.1% | +865.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling