+100.9%
AAOI vs ROP
+10.1%
+90.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.9% | -11.3% | -2.4% |
| 7D | -27.9% | +11.7% | -39.6% | -16.3% |
| 30D | -51.2% | +35.5% | -86.7% | -27.5% |
| 3M | -55.0% | +25.3% | -80.3% | -38.5% |
| 6M | -65.7% | +38.9% | -104.6% | -44.6% |
| YTD | +70.0% | +11.4% | +58.7% | +162.1% |
| 1Y | +100.9% | +10.3% | +90.6% | +211.2% |
| All | +100.9% | +10.1% | +90.8% | +211.2% |
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