-2.4%
AAOI vs DPZ
-19.9%
+17.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +0.9% | -6.9% |
| 7D | +4.7% | -7.3% | +11.9% | -2.2% |
| 30D | -18.7% | -7.6% | -11.1% | -23.4% |
| 3M | -33.7% | +1.8% | -35.5% | -30.1% |
| 6M | -2.4% | -21.8% | +19.4% | -12.4% |
| All | -2.4% | -19.9% | +17.5% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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