-61.6%
AAOI vs RF
-8.4%
-53.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -5.6% |
| 7D | -0.5% | +1.9% | -2.4% | -0.5% |
| 30D | -42.1% | +7.3% | -49.5% | -41.0% |
| 3M | -61.6% | -7.9% | -53.7% | -59.8% |
| All | -61.6% | -8.4% | -53.3% | -59.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling