+806.1%
AAOI vs DOCS
-54.3%
+860.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.5% |
| 7D | -16.6% | 0.0% | -16.6% | -16.6% |
| 30D | -52.5% | +7.8% | -60.3% | -53.8% |
| 3M | -61.6% | +20.0% | -81.6% | -65.1% |
| 6M | -65.0% | +26.5% | -91.5% | -70.5% |
| YTD | +49.5% | -25.8% | +75.2% | +55.5% |
| 1Y | +82.4% | -39.5% | +121.8% | +109.3% |
| 3Y | +433.8% | +60.3% | +373.5% | +310.6% |
| 5Y | +806.1% | -57.0% | +863.1% | +865.2% |
| All | +806.1% | -54.3% | +860.4% | +865.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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