+937.0%
AAOI vs ROP
+214.2%
+722.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | +2.9% | -8.0% | +10.9% | +7.3% |
| 30D | -23.1% | -2.7% | -20.4% | -22.6% |
| 3M | -41.0% | +16.6% | -57.6% | -48.7% |
| 6M | -14.3% | +10.4% | -24.6% | -24.4% |
| YTD | +196.3% | -12.1% | +208.4% | +199.9% |
| 1Y | +272.6% | -23.6% | +296.2% | +317.1% |
| 3Y | +775.3% | -19.3% | +794.7% | +875.8% |
| 5Y | +1,290.2% | -15.4% | +1,305.5% | +1,385.5% |
| 10Y | +426.2% | +134.6% | +291.6% | +142.6% |
| All | +937.0% | +214.2% | +722.9% | +271.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling