+100.9%
AAOI vs DT
-5.1%
+106.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.8% | -7.5% |
| 7D | -27.9% | -25.5% | -2.4% | -32.7% |
| 30D | -51.2% | -22.3% | -28.9% | -53.8% |
| 3M | -55.0% | +2.3% | -57.3% | -52.6% |
| 6M | -65.7% | +20.7% | -86.5% | -60.4% |
| YTD | +70.0% | +7.9% | +62.1% | +108.0% |
| 1Y | +100.9% | -5.7% | +106.7% | +151.1% |
| All | +100.9% | -5.1% | +106.0% | +151.1% |
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