+1,160.3%
AAOI vs OSCR
-9.0%
+1,169.3%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | -0.2% | +1.6% | -1.8% | -0.6% |
| 30D | -23.7% | +10.7% | -34.4% | -25.7% |
| 3M | -39.0% | +13.4% | -52.4% | -41.5% |
| 6M | -17.0% | +144.6% | -161.6% | -34.6% |
| YTD | +202.2% | +128.0% | +74.2% | +139.0% |
| 1Y | +292.4% | +68.7% | +223.7% | +230.7% |
| 3Y | +804.4% | +398.8% | +405.6% | +446.3% |
| 5Y | +1,318.0% | +87.3% | +1,230.8% | +775.5% |
| All | +1,160.3% | -9.0% | +1,169.3% | +875.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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