+790.6%
AAOI vs OUST
-63.6%
+854.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -0.2% | -3.0% | +2.9% | +1.0% |
| 30D | -23.7% | -23.4% | -0.3% | -15.3% |
| 3M | -39.0% | -10.8% | -28.2% | -35.8% |
| 6M | -17.0% | +42.7% | -59.8% | -24.9% |
| YTD | +202.2% | +63.3% | +139.0% | +157.7% |
| 1Y | +292.4% | +15.0% | +277.4% | +270.5% |
| 3Y | +804.4% | +610.9% | +193.5% | +333.2% |
| 5Y | +1,318.0% | -54.8% | +1,372.8% | +1,079.9% |
| All | +790.6% | -63.6% | +854.2% | +635.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling