+1,314.2%
AAOI vs DFNS
-99.9%
+1,414.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +2.0% |
| 7D | -0.2% | -6.3% | +6.2% | -0.2% |
| 30D | -23.7% | -74.0% | +50.3% | -23.8% |
| 3M | -39.0% | -70.1% | +31.1% | -38.6% |
| 6M | -17.0% | -93.9% | +76.9% | -16.9% |
| YTD | +202.2% | -98.1% | +300.3% | +201.7% |
| 1Y | +292.4% | -98.3% | +390.7% | +292.1% |
| 3Y | +804.4% | -99.9% | +904.3% | +904.4% |
| All | +1,314.2% | -99.9% | +1,414.1% | +1,320.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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