+607.6%
AAOI vs KEYS
+1,113.8%
-506.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | -1.7% |
| 7D | -0.2% | +3.5% | -3.7% | -3.2% |
| 30D | -23.7% | -4.5% | -19.2% | -19.5% |
| 3M | -39.0% | -0.4% | -38.6% | -36.0% |
| 6M | -17.0% | +19.1% | -36.2% | -23.6% |
| YTD | +202.2% | +66.7% | +135.6% | +106.8% |
| 1Y | +292.4% | +96.5% | +195.9% | +136.8% |
| 3Y | +804.4% | +155.2% | +649.2% | +393.8% |
| 5Y | +1,318.0% | +88.0% | +1,230.0% | +846.3% |
| 10Y | +436.7% | +1,046.8% | -610.0% | +30.9% |
| All | +607.6% | +1,113.8% | -506.2% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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