-71.9%
AAOI vs OUST
+38.1%
-110.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.2% | -1.1% | -2.5% |
| 7D | +12.7% | +19.9% | -7.2% | -1.3% |
| 30D | -46.0% | +3.6% | -49.5% | -47.5% |
| 3M | -61.7% | -20.6% | -41.1% | -54.9% |
| 6M | -71.9% | +35.1% | -107.0% | -77.7% |
| All | -71.9% | +38.1% | -110.0% | -77.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling