+769.2%
AAOI vs DOC
-22.3%
+791.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -4.7% |
| 7D | +12.7% | 0.0% | +12.7% | +12.8% |
| 30D | -46.0% | +6.6% | -52.5% | -48.3% |
| 3M | -61.7% | -1.1% | -60.6% | -61.9% |
| 6M | -71.9% | +4.8% | -76.8% | -73.6% |
| YTD | +51.6% | +32.1% | +19.5% | +18.5% |
| 1Y | +120.8% | +21.9% | +98.9% | +83.4% |
| 3Y | +464.3% | +51.4% | +412.9% | +293.6% |
| 5Y | +769.2% | -21.2% | +790.4% | +754.2% |
| All | +769.2% | -22.3% | +791.6% | +754.2% |
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