+484.6%
AAOI vs P
+494.9%
-10.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +4.8% |
| 7D | +7.9% | +7.8% | 0.0% | +3.4% |
| 30D | -17.8% | +12.3% | -30.1% | -23.7% |
| 3M | -43.3% | +37.1% | -80.4% | -51.3% |
| 6M | +16.7% | +66.1% | -49.4% | -8.2% |
| YTD | +220.0% | +50.9% | +169.1% | +162.4% |
| 1Y | +372.1% | +27.2% | +344.8% | +316.8% |
| 3Y | +845.3% | +158.7% | +686.7% | +521.4% |
| 5Y | +1,333.8% | +291.1% | +1,042.7% | +704.5% |
| 10Y | +457.2% | +715.0% | -257.8% | +144.9% |
| All | +484.6% | +494.9% | -10.3% | +141.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling