+937.0%
AAOI vs DG
+151.0%
+786.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -4.2% |
| 7D | +2.9% | -6.3% | +9.2% | +3.2% |
| 30D | -23.1% | +2.4% | -25.5% | -23.2% |
| 3M | -41.0% | +12.4% | -53.4% | -41.7% |
| 6M | -14.3% | -14.9% | +0.7% | -12.9% |
| YTD | +196.3% | -6.1% | +202.4% | +197.8% |
| 1Y | +272.6% | +17.9% | +254.8% | +265.6% |
| 3Y | +775.3% | +3.1% | +772.2% | +767.7% |
| 5Y | +1,290.2% | -38.7% | +1,328.8% | +1,425.9% |
| 10Y | +426.2% | +99.6% | +326.5% | +377.2% |
| All | +937.0% | +151.0% | +786.1% | +732.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling