+339.3%
AAOI vs OUST
+692.9%
-353.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.9% | -6.3% | -6.8% |
| 7D | -24.5% | +31.9% | -56.3% | -34.3% |
| 30D | -55.9% | -4.2% | -51.7% | -55.0% |
| 3M | -63.6% | -9.3% | -54.3% | -61.6% |
| 6M | -67.6% | +51.7% | -119.2% | -72.4% |
| YTD | +38.6% | +76.6% | -38.0% | +8.9% |
| 1Y | +90.1% | +48.9% | +41.2% | +60.3% |
| All | +339.3% | +692.9% | -353.7% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling