+100.9%
AAOI vs OUST
+11.1%
+89.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +15.7% | -23.1% | -17.5% |
| 7D | -27.9% | -0.2% | -27.7% | -28.7% |
| 30D | -51.2% | -24.0% | -27.3% | -42.0% |
| 3M | -55.0% | -29.9% | -25.1% | -43.7% |
| 6M | -65.7% | +19.1% | -84.9% | -69.7% |
| YTD | +70.0% | +55.0% | +15.0% | +16.5% |
| 1Y | +100.9% | +21.2% | +79.7% | +62.8% |
| All | +100.9% | +11.1% | +89.9% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 1y: compounded portfolio wealth divided by compounded OUST 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…
1y analysis · Full analysis span regression · 6 months rolling