+138.6%
AAOI vs RF
+18.9%
+119.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -5.0% |
| 7D | -0.5% | +1.9% | -2.4% | +0.5% |
| 30D | -42.1% | +7.3% | -49.5% | -39.8% |
| 3M | -61.6% | -7.9% | -53.7% | -63.3% |
| 6M | -77.6% | +10.5% | -88.2% | -75.4% |
| YTD | +43.1% | +9.6% | +33.5% | +32.9% |
| 1Y | +138.6% | +20.3% | +118.3% | +94.6% |
| All | +138.6% | +18.9% | +119.7% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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