+673.7%
AAOI vs QS
-47.4%
+721.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.1% |
| 7D | +2.9% | -5.0% | +7.9% | +4.1% |
| 30D | -23.1% | -18.3% | -4.8% | -19.4% |
| 3M | -41.0% | -26.0% | -15.0% | -36.7% |
| 6M | -14.3% | -24.0% | +9.8% | -7.5% |
| YTD | +196.3% | -50.3% | +246.6% | +245.0% |
| 1Y | +272.6% | -38.0% | +310.6% | +316.5% |
| 3Y | +775.3% | -24.6% | +799.9% | +787.4% |
| 5Y | +1,290.2% | -75.4% | +1,365.6% | +1,368.5% |
| All | +673.7% | -47.4% | +721.1% | +962.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling