+416.0%
AAOI vs DLTR
+45.3%
+370.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -0.2% | -10.1% | +9.9% | +1.1% |
| 30D | -23.7% | -8.1% | -15.6% | -23.1% |
| 3M | -39.0% | +2.9% | -41.9% | -39.8% |
| 6M | -17.0% | +4.3% | -21.4% | -19.0% |
| YTD | +202.2% | -3.9% | +206.2% | +198.4% |
| 1Y | +292.4% | +18.9% | +273.5% | +269.1% |
| 3Y | +804.4% | +1.9% | +802.5% | +772.9% |
| 5Y | +1,318.0% | +31.0% | +1,287.0% | +1,164.4% |
| All | +416.0% | +45.3% | +370.7% | +287.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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