-77.6%
AAOI vs RF
+9.0%
-86.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -5.5% |
| 7D | -0.5% | +1.9% | -2.4% | -0.2% |
| 30D | -42.1% | +7.3% | -49.5% | -41.0% |
| 3M | -61.6% | -7.9% | -53.7% | -61.6% |
| 6M | -77.6% | +10.5% | -88.2% | -79.0% |
| All | -77.6% | +9.0% | -86.6% | -79.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling