+407.8%
AAOI vs DOC
+55.4%
+352.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.6% | -0.1% | +15.8% | +15.7% |
| 7D | -5.8% | +1.0% | -6.8% | -6.1% |
| 30D | -44.5% | +8.1% | -52.6% | -46.8% |
| 3M | -58.4% | +0.9% | -59.3% | -58.9% |
| 6M | -69.8% | +6.3% | -76.1% | -71.5% |
| YTD | +60.2% | +33.8% | +26.5% | +25.3% |
| 1Y | +135.2% | +21.6% | +113.6% | +99.6% |
| All | +407.8% | +55.4% | +352.4% | +176.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling