+804.4%
AAOI vs ROL
-0.9%
+805.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +2.0% |
| 7D | -0.2% | -3.2% | +3.0% | -0.2% |
| 30D | -23.7% | -4.9% | -18.8% | -23.7% |
| 3M | -39.0% | -25.8% | -13.2% | -38.4% |
| 6M | -17.0% | -37.6% | +20.5% | -13.7% |
| YTD | +202.2% | -41.5% | +243.7% | +221.4% |
| 1Y | +292.4% | -39.5% | +331.9% | +313.4% |
| 3Y | +804.4% | +0.1% | +804.2% | +688.4% |
| All | +804.4% | -0.9% | +805.3% | +688.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling