+804.4%
AAOI vs DT
+7.2%
+797.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | -0.2% | -1.6% | +1.4% | +0.2% |
| 30D | -23.7% | +3.0% | -26.7% | -25.0% |
| 3M | -39.0% | +26.5% | -65.5% | -45.2% |
| 6M | -17.0% | +35.9% | -53.0% | -30.8% |
| YTD | +202.2% | +17.8% | +184.4% | +176.6% |
| 1Y | +292.4% | +4.1% | +288.3% | +298.3% |
| 3Y | +804.4% | +5.3% | +799.1% | +756.8% |
| All | +804.4% | +7.2% | +797.1% | +756.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling