+100.9%
AAOI vs PL
-0.6%
+101.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -6.4% | -1.0% | -4.6% |
| 7D | -27.9% | -11.7% | -16.2% | -23.6% |
| 30D | -51.2% | -27.1% | -24.1% | -43.7% |
| 3M | -55.0% | -44.6% | -10.4% | -42.2% |
| 6M | -65.7% | -67.2% | +1.4% | -49.3% |
| YTD | +70.0% | -35.9% | +105.9% | +99.8% |
| 1Y | +100.9% | -0.4% | +101.3% | +108.1% |
| All | +100.9% | -0.6% | +101.5% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling