+1,314.2%
AAOI vs DGX
+66.8%
+1,247.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +2.0% |
| 7D | -0.2% | -0.9% | +0.7% | -0.1% |
| 30D | -23.7% | -1.2% | -22.5% | -23.7% |
| 3M | -39.0% | +15.8% | -54.8% | -39.3% |
| 6M | -17.0% | +18.2% | -35.2% | -17.7% |
| YTD | +202.2% | +37.2% | +165.0% | +193.1% |
| 1Y | +292.4% | +30.4% | +262.0% | +281.6% |
| 3Y | +804.4% | +96.7% | +707.7% | +679.5% |
| All | +1,314.2% | +66.8% | +1,247.4% | +982.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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