+100.9%
AAOI vs QS
-71.4%
+172.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +7.5% | -14.9% | -12.5% |
| 7D | -27.9% | +4.5% | -32.4% | -30.3% |
| 30D | -51.2% | -4.1% | -47.1% | -50.1% |
| 3M | -55.0% | -22.1% | -32.8% | -46.2% |
| 6M | -65.7% | -38.4% | -27.3% | -50.8% |
| YTD | +70.0% | -57.5% | +127.5% | +195.1% |
| 1Y | +100.9% | -71.3% | +172.2% | +379.9% |
| All | +100.9% | -71.4% | +172.3% | +379.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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