-17.0%
AAOI vs KR
-18.0%
+1.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +5.1% |
| 7D | -0.2% | -0.2% | 0.0% | -0.4% |
| 30D | -23.7% | +5.1% | -28.7% | -18.7% |
| 3M | -39.0% | -8.2% | -30.9% | -39.3% |
| 6M | -17.0% | -18.0% | +0.9% | -30.4% |
| All | -17.0% | -18.0% | +1.0% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 6mo: compounded portfolio wealth divided by compounded KR 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…
6mo analysis · Full analysis span regression · 6 months rolling