+352.5%
AAOI vs DG
+23.4%
+329.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.5% | +3.6% | +5.6% |
| 7D | -0.7% | +8.4% | -9.1% | +2.0% |
| 30D | -17.9% | +4.9% | -22.9% | -16.2% |
| 3M | -48.0% | +29.3% | -77.3% | -44.8% |
| 6M | +5.8% | -11.3% | +17.1% | +23.2% |
| YTD | +202.7% | +1.8% | +201.0% | +239.3% |
| 1Y | +352.5% | +25.3% | +327.2% | +377.1% |
| All | +352.5% | +23.4% | +329.1% | +377.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling