+804.4%
AAOI vs DLR
+58.2%
+746.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | -0.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -23.7% | -4.3% | -19.4% | -18.3% |
| 3M | -39.0% | +3.8% | -42.8% | -43.2% |
| 6M | -17.0% | +5.8% | -22.9% | -24.4% |
| YTD | +202.2% | +23.5% | +178.7% | +119.2% |
| 1Y | +292.4% | +11.1% | +281.3% | +238.5% |
| 3Y | +804.4% | +57.9% | +746.5% | +449.7% |
| All | +804.4% | +58.2% | +746.1% | +449.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling