+1,314.2%
AAOI vs ROKU
-52.4%
+1,366.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.7% |
| 7D | -0.2% | -0.4% | +0.3% | +0.1% |
| 30D | -23.7% | +2.1% | -25.8% | -24.5% |
| 3M | -39.0% | +29.5% | -68.5% | -47.8% |
| 6M | -17.0% | +53.8% | -70.8% | -34.3% |
| YTD | +202.2% | +42.8% | +159.4% | +146.2% |
| 1Y | +292.4% | +60.7% | +231.7% | +202.9% |
| 3Y | +804.4% | +83.9% | +720.5% | +536.3% |
| All | +1,314.2% | -52.4% | +1,366.7% | +1,193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 5y: compounded portfolio wealth divided by compounded ROKU 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…
5y analysis · Full analysis span regression · 6 months rolling