+937.0%
AAOI vs HDB
+205.9%
+731.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -3.9% |
| 7D | +2.9% | -6.2% | +9.1% | +5.4% |
| 30D | -23.1% | -6.2% | -16.9% | -21.3% |
| 3M | -41.0% | -5.9% | -35.2% | -40.2% |
| 6M | -14.3% | -25.9% | +11.6% | -5.0% |
| YTD | +196.3% | -40.2% | +236.5% | +258.6% |
| 1Y | +272.6% | -38.0% | +310.6% | +344.1% |
| 3Y | +775.3% | -30.5% | +805.8% | +897.6% |
| 5Y | +1,290.2% | -38.1% | +1,328.3% | +1,523.4% |
| 10Y | +426.2% | +32.3% | +393.9% | +330.1% |
| All | +937.0% | +205.9% | +731.1% | +594.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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