+1,251.2%
AAOI vs DOC
-24.5%
+1,275.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +6.2% |
| 7D | -0.7% | -1.5% | +0.8% | +0.1% |
| 30D | -17.9% | -4.8% | -13.1% | -15.6% |
| 3M | -48.0% | +6.9% | -54.9% | -51.1% |
| 6M | +5.8% | +20.7% | -14.9% | -9.3% |
| YTD | +202.7% | +34.1% | +168.6% | +138.2% |
| 1Y | +352.5% | +22.6% | +329.9% | +281.4% |
| 3Y | +657.0% | +20.8% | +636.2% | +532.3% |
| All | +1,251.2% | -24.5% | +1,275.7% | +1,143.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling