+100.9%
AAOI vs IT
-17.9%
+118.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.5% | -8.8% | -6.7% |
| 7D | -27.9% | -5.5% | -22.5% | -29.1% |
| 30D | -51.2% | +10.3% | -61.6% | -48.2% |
| 3M | -55.0% | +11.5% | -66.5% | -51.1% |
| 6M | -65.7% | +40.3% | -106.0% | -57.1% |
| YTD | +70.0% | -17.9% | +87.9% | +82.1% |
| 1Y | +100.9% | -8.8% | +109.7% | +106.0% |
| All | +100.9% | -17.9% | +118.8% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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