+792.1%
AAOI vs OUST
-62.4%
+854.5%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.5% | +4.5% |
| 7D | -0.7% | +5.2% | -5.9% | -2.5% |
| 30D | -17.9% | -19.3% | +1.3% | -10.9% |
| 3M | -48.0% | -22.6% | -25.3% | -42.4% |
| 6M | +5.8% | +62.8% | -56.9% | -8.2% |
| YTD | +202.7% | +68.3% | +134.4% | +155.1% |
| 1Y | +352.5% | +28.5% | +324.0% | +310.8% |
| 3Y | +657.0% | +554.0% | +103.0% | +269.3% |
| 5Y | +1,267.0% | -56.2% | +1,323.2% | +1,034.8% |
| All | +792.1% | -62.4% | +854.5% | +628.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling