+937.0%
AAOI vs DD
+143.7%
+793.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.0% |
| 7D | +2.9% | -2.9% | +5.8% | +5.0% |
| 30D | -23.1% | -11.5% | -11.6% | -16.3% |
| 3M | -41.0% | -5.4% | -35.6% | -38.2% |
| 6M | -14.3% | -6.9% | -7.4% | -8.6% |
| YTD | +196.3% | +6.9% | +189.4% | +186.4% |
| 1Y | +272.6% | +35.6% | +237.0% | +209.7% |
| 3Y | +775.3% | +42.5% | +732.8% | +634.9% |
| 5Y | +1,290.2% | +58.5% | +1,231.7% | +974.7% |
| 10Y | +426.2% | +65.7% | +360.5% | +250.8% |
| All | +937.0% | +143.7% | +793.4% | +474.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling