+292.4%
AAOI vs DLR
+11.7%
+280.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | -0.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -23.7% | -4.3% | -19.4% | -18.9% |
| 3M | -39.0% | +3.8% | -42.8% | -41.5% |
| 6M | -17.0% | +5.8% | -22.9% | -22.7% |
| YTD | +202.2% | +23.5% | +178.7% | +112.8% |
| 1Y | +292.4% | +11.1% | +281.3% | +246.2% |
| All | +292.4% | +11.7% | +280.7% | +246.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling