+983.6%
AAOI vs ROL
+434.7%
+548.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.8% |
| 7D | +4.7% | -3.3% | +7.9% | +5.9% |
| 30D | -18.7% | -7.2% | -11.5% | -16.7% |
| 3M | -33.7% | -27.0% | -6.8% | -26.3% |
| 6M | -2.4% | -39.5% | +37.1% | +16.0% |
| YTD | +209.6% | -41.8% | +251.4% | +273.9% |
| 1Y | +355.0% | -38.9% | +393.9% | +432.3% |
| 3Y | +814.7% | -0.4% | +815.0% | +733.3% |
| 5Y | +1,298.1% | -4.2% | +1,302.3% | +1,171.6% |
| 10Y | +449.8% | +208.2% | +241.6% | +145.5% |
| All | +983.6% | +434.7% | +548.9% | +245.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling