+416.0%
AAOI vs P
+718.8%
-302.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.3% | -0.5% |
| 7D | -0.2% | -1.3% | +1.2% | +0.7% |
| 30D | -23.7% | -11.9% | -11.8% | -18.3% |
| 3M | -39.0% | +41.6% | -80.6% | -49.3% |
| 6M | -17.0% | +58.1% | -75.2% | -34.5% |
| YTD | +202.2% | +46.5% | +155.7% | +146.9% |
| 1Y | +292.4% | +19.1% | +273.3% | +253.3% |
| 3Y | +804.4% | +150.6% | +653.8% | +473.0% |
| 5Y | +1,318.0% | +271.8% | +1,046.3% | +654.0% |
| All | +416.0% | +718.8% | -302.9% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling