+416.0%
AAOI vs DLR
+177.5%
+238.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +0.8% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -23.7% | -4.3% | -19.4% | -20.9% |
| 3M | -39.0% | +3.8% | -42.8% | -40.7% |
| 6M | -17.0% | +5.8% | -22.9% | -19.9% |
| YTD | +202.2% | +23.5% | +178.7% | +163.9% |
| 1Y | +292.4% | +11.1% | +281.3% | +271.8% |
| 3Y | +804.4% | +57.9% | +746.5% | +652.3% |
| 5Y | +1,318.0% | +44.0% | +1,274.1% | +1,089.1% |
| All | +416.0% | +177.5% | +238.5% | +267.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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