+804.4%
AAOI vs OTIS
-12.3%
+816.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.5% |
| 7D | -0.2% | -3.0% | +2.8% | +0.6% |
| 30D | -23.7% | -6.0% | -17.7% | -22.5% |
| 3M | -39.0% | -0.9% | -38.1% | -39.6% |
| 6M | -17.0% | -17.3% | +0.3% | -10.7% |
| YTD | +202.2% | -19.6% | +221.8% | +223.8% |
| 1Y | +292.4% | -21.0% | +313.4% | +327.2% |
| 3Y | +804.4% | -12.1% | +816.5% | +526.6% |
| All | +804.4% | -12.3% | +816.6% | +526.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 3y: compounded portfolio wealth divided by compounded OTIS 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…
3y analysis · Full analysis span regression · 6 months rolling