+100.9%
AAOI vs DVN
+39.9%
+61.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -7.3% | 0.0% | -5.0% |
| 7D | -27.9% | -13.9% | -14.0% | -24.4% |
| 30D | -51.2% | -8.0% | -43.2% | -49.9% |
| 3M | -55.0% | +0.8% | -55.8% | -55.2% |
| 6M | -65.7% | -12.8% | -53.0% | -64.4% |
| YTD | +70.0% | +22.7% | +47.3% | +70.3% |
| 1Y | +100.9% | +39.0% | +61.9% | +98.3% |
| All | +100.9% | +39.9% | +61.1% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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