+1,314.2%
AAOI vs IT
-42.9%
+1,357.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.3% | -3.3% | +0.5% |
| 7D | -0.2% | -3.7% | +3.5% | +0.7% |
| 30D | -23.7% | +0.1% | -23.8% | -24.8% |
| 3M | -39.0% | +20.7% | -59.7% | -45.4% |
| 6M | -17.0% | +12.0% | -29.0% | -25.9% |
| YTD | +202.2% | -28.8% | +231.1% | +241.2% |
| 1Y | +292.4% | -25.5% | +317.9% | +323.6% |
| 3Y | +804.4% | -48.8% | +853.1% | +1,257.7% |
| All | +1,314.2% | -42.9% | +1,357.2% | +1,662.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling