+100.9%
AAOI vs IR
+11.7%
+89.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -6.9% | -7.2% |
| 7D | -27.9% | +11.6% | -39.5% | -30.3% |
| 30D | -51.2% | +7.2% | -58.4% | -52.1% |
| 3M | -55.0% | -5.9% | -49.1% | -54.4% |
| 6M | -65.7% | +11.5% | -77.2% | -66.3% |
| YTD | +70.0% | +6.3% | +63.7% | +47.5% |
| 1Y | +100.9% | +9.1% | +91.8% | +73.4% |
| All | +100.9% | +11.7% | +89.2% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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