+352.5%
AAOI vs ROP
-21.5%
+374.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.6% | +8.7% | +1.1% |
| 7D | -0.7% | -4.4% | +3.8% | -5.5% |
| 30D | -17.9% | +3.2% | -21.1% | -14.1% |
| 3M | -48.0% | +23.1% | -71.0% | -33.8% |
| 6M | +5.8% | +13.3% | -7.5% | +30.9% |
| YTD | +202.7% | -7.9% | +210.6% | +243.9% |
| 1Y | +352.5% | -22.1% | +374.6% | +372.9% |
| All | +352.5% | -21.5% | +374.0% | +372.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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