+100.9%
AAOI vs DVA
+62.2%
+38.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +5.8% | -13.1% | -6.3% |
| 7D | -27.9% | +4.7% | -32.7% | -27.1% |
| 30D | -51.2% | +7.8% | -59.0% | -50.3% |
| 3M | -55.0% | -15.5% | -39.5% | -55.9% |
| 6M | -65.7% | +25.0% | -90.8% | -64.9% |
| YTD | +70.0% | +69.6% | +0.4% | +69.2% |
| 1Y | +100.9% | +60.6% | +40.3% | +106.1% |
| All | +100.9% | +62.2% | +38.8% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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