+617.8%
AAOI vs DFNS
-99.9%
+717.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.3% |
| 7D | +2.9% | -3.3% | +6.2% | +2.9% |
| 30D | -23.1% | -73.1% | +50.0% | -23.2% |
| 3M | -41.0% | -71.4% | +30.4% | -40.6% |
| 6M | -14.3% | -93.8% | +79.6% | -14.1% |
| YTD | +196.3% | -98.0% | +294.3% | +195.8% |
| 1Y | +272.6% | -98.2% | +370.8% | +272.5% |
| 3Y | +775.3% | -99.9% | +875.2% | +856.7% |
| 5Y | +1,290.2% | -99.9% | +1,390.0% | +1,492.1% |
| All | +617.8% | -99.9% | +717.6% | +730.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling