+1,314.2%
AAOI vs DVA
+46.8%
+1,267.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -0.2% | -1.3% | +1.2% | +0.1% |
| 30D | -23.7% | 0.0% | -23.7% | -23.8% |
| 3M | -39.0% | -10.9% | -28.1% | -38.4% |
| 6M | -17.0% | +17.3% | -34.3% | -23.0% |
| YTD | +202.2% | +59.8% | +142.4% | +151.5% |
| 1Y | +292.4% | +36.3% | +256.1% | +242.9% |
| 3Y | +804.4% | +88.6% | +715.8% | +583.2% |
| All | +1,314.2% | +46.8% | +1,267.4% | +1,074.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling