+292.4%
AAOI vs ROK
+27.3%
+265.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +0.3% |
| 7D | -0.2% | -1.2% | +1.1% | +1.1% |
| 30D | -23.7% | -4.8% | -18.9% | -19.3% |
| 3M | -39.0% | -6.1% | -32.9% | -34.8% |
| 6M | -17.0% | +15.5% | -32.5% | -29.3% |
| YTD | +202.2% | +11.2% | +191.1% | +146.3% |
| 1Y | +292.4% | +23.8% | +268.6% | +152.4% |
| All | +292.4% | +27.3% | +265.1% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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