+48.8%
AAOI vs QSR
+22.6%
+26.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | +0.2% | -21.1% | -20.7% |
| 7D | -40.8% | +7.6% | -48.4% | -35.8% |
| 30D | -64.0% | +11.8% | -75.8% | -59.2% |
| 3M | -63.5% | +6.4% | -69.9% | -60.3% |
| 6M | -74.0% | -2.1% | -72.0% | -70.9% |
| YTD | +34.5% | +18.3% | +16.3% | +63.0% |
| 1Y | +48.8% | +21.4% | +27.4% | +82.8% |
| All | +48.8% | +22.6% | +26.2% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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