+478.4%
AAOI vs JD
+41.7%
+436.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.8% | -2.4% |
| 7D | +4.7% | -3.0% | +7.6% | +5.7% |
| 30D | -18.7% | -19.3% | +0.6% | -13.0% |
| 3M | -33.7% | -6.0% | -27.7% | -32.9% |
| 6M | -2.4% | +1.8% | -4.2% | -3.1% |
| YTD | +209.6% | -2.6% | +212.2% | +210.5% |
| 1Y | +355.0% | -17.4% | +372.5% | +384.8% |
| 3Y | +814.7% | -8.6% | +823.3% | +797.9% |
| 5Y | +1,298.1% | -61.6% | +1,359.7% | +1,571.1% |
| 10Y | +449.8% | +16.9% | +433.0% | +308.1% |
| All | +478.4% | +41.7% | +436.7% | +299.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling