+1,314.2%
AAOI vs ROP
-16.2%
+1,330.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.2% | -4.6% | +4.4% | +1.2% |
| 30D | -23.7% | -1.7% | -22.0% | -23.7% |
| 3M | -39.0% | +17.1% | -56.1% | -45.4% |
| 6M | -17.0% | +10.9% | -27.9% | -24.6% |
| YTD | +202.2% | -12.1% | +214.3% | +223.7% |
| 1Y | +292.4% | -24.2% | +316.6% | +381.3% |
| 3Y | +804.4% | -20.4% | +824.7% | +1,024.3% |
| All | +1,314.2% | -16.2% | +1,330.4% | +1,466.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling