+416.0%
AAOI vs JD
+20.6%
+395.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -0.2% | -4.2% | +4.1% | +1.2% |
| 30D | -23.7% | -14.4% | -9.3% | -19.9% |
| 3M | -39.0% | -3.6% | -35.5% | -38.7% |
| 6M | -17.0% | -0.3% | -16.7% | -17.1% |
| YTD | +202.2% | -2.4% | +204.6% | +202.9% |
| 1Y | +292.4% | -18.5% | +310.9% | +320.2% |
| 3Y | +804.4% | -7.0% | +811.4% | +784.2% |
| 5Y | +1,318.0% | -61.7% | +1,379.7% | +1,597.9% |
| All | +416.0% | +20.6% | +395.3% | +321.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling