+416.0%
AAOI vs DHR
+209.4%
+206.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -0.2% | -3.6% | +3.5% | +2.0% |
| 30D | -23.7% | -2.7% | -21.0% | -22.6% |
| 3M | -39.0% | +10.9% | -50.0% | -44.8% |
| 6M | -17.0% | +3.0% | -20.1% | -22.6% |
| YTD | +202.2% | -12.2% | +214.4% | +212.7% |
| 1Y | +292.4% | +3.3% | +289.1% | +258.7% |
| 3Y | +804.4% | -8.2% | +812.6% | +812.5% |
| 5Y | +1,318.0% | -29.9% | +1,347.9% | +1,573.6% |
| All | +416.0% | +209.4% | +206.5% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 10y: compounded portfolio wealth divided by compounded DHR 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…
10y analysis · Full analysis span regression · 6 months rolling