+100.9%
AAOI vs ROL
-34.1%
+135.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.8% | -10.1% | -5.7% |
| 7D | -27.9% | +14.6% | -42.5% | -21.8% |
| 30D | -51.2% | +29.3% | -80.5% | -44.1% |
| 3M | -55.0% | +2.0% | -57.0% | -51.7% |
| 6M | -65.7% | -28.5% | -37.2% | -62.9% |
| YTD | +70.0% | -35.3% | +105.4% | +102.0% |
| 1Y | +100.9% | -34.7% | +135.6% | +123.1% |
| All | +100.9% | -34.1% | +135.1% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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