+804.4%
AAOI vs IR
+4.8%
+799.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.2% |
| 7D | -0.2% | -4.5% | +4.3% | +4.5% |
| 30D | -23.7% | -13.9% | -9.8% | -11.5% |
| 3M | -39.0% | -0.3% | -38.7% | -40.2% |
| 6M | -17.0% | -14.3% | -2.7% | -5.8% |
| YTD | +202.2% | -7.9% | +210.1% | +188.3% |
| 1Y | +292.4% | -9.9% | +302.3% | +291.8% |
| 3Y | +804.4% | +6.5% | +797.8% | +654.6% |
| All | +804.4% | +4.8% | +799.6% | +654.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling