+700.0%
AAOI vs OUST
-45.2%
+745.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.9% | -6.3% | -6.9% |
| 7D | -24.5% | +31.9% | -56.3% | -32.9% |
| 30D | -55.9% | -4.2% | -51.7% | -55.1% |
| 3M | -63.6% | -9.3% | -54.3% | -61.8% |
| 6M | -67.6% | +51.7% | -119.2% | -71.6% |
| YTD | +38.6% | +76.6% | -38.0% | +13.2% |
| 1Y | +90.1% | +48.9% | +41.2% | +65.3% |
| 3Y | +416.0% | +675.3% | -259.3% | +123.4% |
| All | +700.0% | -45.2% | +745.2% | +672.4% |
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