+100.9%
AAOI vs HD
-3.1%
+104.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +6.5% | -13.9% | -4.0% |
| 7D | -27.9% | +11.9% | -39.8% | -23.5% |
| 30D | -51.2% | +26.4% | -77.7% | -46.0% |
| 3M | -55.0% | +2.8% | -57.8% | -52.5% |
| 6M | -65.7% | +15.5% | -81.2% | -62.7% |
| YTD | +70.0% | +5.5% | +64.5% | +87.3% |
| 1Y | +100.9% | -4.6% | +105.5% | +127.8% |
| All | +100.9% | -3.1% | +104.1% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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