+959.5%
AAOI vs RF
+405.9%
+553.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.2% |
| 7D | -0.7% | +1.3% | -2.0% | -1.5% |
| 30D | -17.9% | -3.6% | -14.3% | -16.2% |
| 3M | -48.0% | +8.1% | -56.1% | -50.7% |
| 6M | +5.8% | +11.5% | -5.6% | -2.0% |
| YTD | +202.7% | +15.6% | +187.2% | +169.2% |
| 1Y | +352.5% | +15.7% | +336.9% | +303.6% |
| 3Y | +657.0% | +86.9% | +570.1% | +445.3% |
| 5Y | +1,267.0% | +89.8% | +1,177.2% | +838.6% |
| 10Y | +502.7% | +344.7% | +158.0% | +127.2% |
| All | +959.5% | +405.9% | +553.7% | +294.9% |
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