+1,344.9%
AAOI vs OUST
-51.9%
+1,396.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.9% | +2.8% | +4.6% |
| 7D | +7.9% | +12.7% | -4.8% | +2.9% |
| 30D | -17.8% | -13.6% | -4.1% | -12.3% |
| 3M | -43.3% | -8.3% | -35.0% | -40.7% |
| 6M | +16.7% | +85.0% | -68.2% | -4.4% |
| YTD | +220.0% | +73.2% | +146.8% | +162.4% |
| 1Y | +372.1% | +32.5% | +339.6% | +319.1% |
| 3Y | +845.3% | +643.8% | +201.5% | +309.5% |
| All | +1,344.9% | -51.9% | +1,396.9% | +1,382.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling