+957.8%
AAOI vs DGX
+390.6%
+567.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.5% |
| 7D | -0.2% | -0.9% | +0.7% | +0.1% |
| 30D | -23.7% | -1.2% | -22.5% | -23.5% |
| 3M | -39.0% | +15.8% | -54.8% | -42.3% |
| 6M | -17.0% | +18.2% | -35.2% | -22.9% |
| YTD | +202.2% | +37.2% | +165.0% | +164.6% |
| 1Y | +292.4% | +30.4% | +262.0% | +247.0% |
| 3Y | +804.4% | +96.7% | +707.7% | +545.3% |
| 5Y | +1,318.0% | +67.2% | +1,250.9% | +975.2% |
| 10Y | +436.7% | +253.9% | +182.8% | +158.3% |
| All | +957.8% | +390.6% | +567.3% | +346.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling