+292.4%
AAOI vs DRI
+2.4%
+290.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +2.5% |
| 7D | -0.2% | -3.2% | +3.1% | -1.6% |
| 30D | -23.7% | -7.8% | -15.9% | -26.1% |
| 3M | -39.0% | +0.4% | -39.4% | -37.7% |
| 6M | -17.0% | +4.8% | -21.9% | -13.7% |
| YTD | +202.2% | +16.7% | +185.5% | +186.5% |
| 1Y | +292.4% | +1.5% | +290.9% | +292.2% |
| All | +292.4% | +2.4% | +290.0% | +292.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling