+804.4%
AAOI vs DG
+4.6%
+799.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +2.3% |
| 7D | -0.2% | -6.5% | +6.3% | -1.7% |
| 30D | -23.7% | +4.2% | -27.9% | -22.8% |
| 3M | -39.0% | +9.5% | -48.5% | -37.3% |
| 6M | -17.0% | -13.1% | -3.9% | -15.9% |
| YTD | +202.2% | -4.8% | +207.1% | +210.5% |
| 1Y | +292.4% | +20.6% | +271.8% | +319.3% |
| 3Y | +804.4% | +4.9% | +799.4% | +1,024.4% |
| All | +804.4% | +4.6% | +799.7% | +1,024.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling