+937.0%
AAOI vs ON
+848.2%
+88.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -3.6% |
| 7D | +2.9% | -4.7% | +7.6% | +5.7% |
| 30D | -23.1% | -13.5% | -9.6% | -15.8% |
| 3M | -41.0% | -36.3% | -4.7% | -23.7% |
| 6M | -14.3% | +17.8% | -32.0% | -21.4% |
| YTD | +196.3% | +29.6% | +166.7% | +155.6% |
| 1Y | +272.6% | +45.8% | +226.8% | +203.4% |
| 3Y | +775.3% | -28.3% | +803.7% | +901.2% |
| 5Y | +1,290.2% | +49.6% | +1,240.5% | +956.9% |
| 10Y | +426.2% | +583.9% | -157.7% | +55.3% |
| All | +937.0% | +848.2% | +88.8% | +177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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