+64.9%
AAOI vs IR
+274.4%
-209.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.1% |
| 7D | +4.7% | -1.9% | +6.5% | +5.7% |
| 30D | -18.7% | -15.0% | -3.7% | -11.3% |
| 3M | -33.7% | -0.4% | -33.3% | -34.2% |
| 6M | -2.4% | -15.0% | +12.6% | +5.2% |
| YTD | +209.6% | -7.1% | +216.7% | +209.9% |
| 1Y | +355.0% | -7.5% | +362.6% | +361.6% |
| 3Y | +814.7% | +6.3% | +808.4% | +830.3% |
| 5Y | +1,298.1% | +37.3% | +1,260.7% | +1,171.9% |
| All | +64.9% | +274.4% | -209.5% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling