+940.2%
AAOI vs DT
+101.6%
+838.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -5.0% |
| 7D | +2.9% | -2.5% | +5.4% | +3.8% |
| 30D | -23.1% | +3.5% | -26.7% | -25.0% |
| 3M | -41.0% | +26.7% | -67.7% | -48.0% |
| 6M | -14.3% | +36.1% | -50.4% | -29.8% |
| YTD | +196.3% | +18.6% | +177.7% | +156.8% |
| 1Y | +272.6% | +7.9% | +264.7% | +239.5% |
| 3Y | +775.3% | +8.6% | +766.8% | +701.8% |
| 5Y | +1,290.2% | -26.7% | +1,316.8% | +1,326.3% |
| All | +940.2% | +101.6% | +838.5% | +576.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling