+960.0%
AAOI vs QSR
+205.8%
+754.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | -0.2% | -4.0% | +3.8% | +1.6% |
| 30D | -23.7% | +2.8% | -26.4% | -24.7% |
| 3M | -39.0% | +5.1% | -44.1% | -41.1% |
| 6M | -17.0% | +8.8% | -25.8% | -22.7% |
| YTD | +202.2% | +14.8% | +187.4% | +173.3% |
| 1Y | +292.4% | +25.7% | +266.7% | +237.6% |
| 3Y | +804.4% | +27.5% | +776.8% | +680.2% |
| 5Y | +1,318.0% | +41.3% | +1,276.8% | +1,059.9% |
| 10Y | +436.7% | +133.8% | +302.9% | +218.7% |
| All | +960.0% | +205.8% | +754.2% | +455.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling