+352.5%
AAOI vs DT
+4.0%
+348.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.8% | +4.7% |
| 7D | -0.7% | -3.3% | +2.6% | -1.5% |
| 30D | -17.9% | +2.0% | -20.0% | -16.8% |
| 3M | -48.0% | +20.0% | -68.0% | -45.0% |
| 6M | +5.8% | +39.3% | -33.5% | +19.5% |
| YTD | +202.7% | +19.8% | +183.0% | +254.7% |
| 1Y | +352.5% | +4.3% | +348.3% | +431.5% |
| All | +352.5% | +4.0% | +348.5% | +431.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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