+400.9%
AAOI vs RF
+379.9%
+21.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -6.3% |
| 7D | -0.5% | +1.9% | -2.4% | -1.5% |
| 30D | -42.1% | +7.3% | -49.5% | -44.5% |
| 3M | -61.6% | -7.9% | -53.7% | -60.0% |
| 6M | -77.6% | +10.5% | -88.2% | -79.1% |
| YTD | +43.1% | +9.6% | +33.5% | +30.7% |
| 1Y | +138.6% | +20.3% | +118.3% | +106.8% |
| 3Y | +353.5% | +119.5% | +234.0% | +203.2% |
| 5Y | +720.6% | +48.2% | +672.4% | +539.2% |
| 10Y | +99.8% | +234.3% | -134.5% | -9.9% |
| All | +400.9% | +379.9% | +21.0% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling