+804.4%
AAOI vs ROP
-19.1%
+823.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.2% | -4.6% | +4.4% | 0.0% |
| 30D | -23.7% | -1.7% | -22.0% | -23.8% |
| 3M | -39.0% | +17.1% | -56.1% | -43.3% |
| 6M | -17.0% | +10.9% | -27.9% | -21.7% |
| YTD | +202.2% | -12.1% | +214.3% | +248.0% |
| 1Y | +292.4% | -24.2% | +316.6% | +441.6% |
| 3Y | +804.4% | -20.4% | +824.7% | +1,173.7% |
| All | +804.4% | -19.1% | +823.5% | +1,173.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling