+431.6%
AAOI vs DOC
-4.1%
+435.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +5.8% |
| 7D | -0.7% | -1.5% | +0.8% | -0.1% |
| 30D | -17.9% | -4.8% | -13.1% | -16.4% |
| 3M | -48.0% | +6.9% | -54.9% | -50.0% |
| 6M | +5.8% | +20.7% | -14.9% | -3.9% |
| YTD | +202.7% | +34.1% | +168.6% | +161.6% |
| 1Y | +352.5% | +22.6% | +329.9% | +307.3% |
| 3Y | +657.0% | +20.8% | +636.2% | +582.7% |
| 5Y | +1,267.0% | -24.9% | +1,291.8% | +1,308.3% |
| All | +431.6% | -4.1% | +435.8% | +406.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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