-71.9%
AAOI vs DOC
+23.1%
-95.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.7% | +6.2% | +7.6% |
| 7D | -27.4% | +6.5% | -33.9% | -22.5% |
| 30D | -59.1% | +9.2% | -68.3% | -55.1% |
| 3M | -59.6% | -2.5% | -57.1% | -59.2% |
| 6M | -71.9% | +7.1% | -79.0% | -70.4% |
| All | -71.9% | +23.1% | -95.0% | -70.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling