+352.5%
AAOI vs ROST
+54.0%
+298.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.6% | +5.1% |
| 7D | -0.7% | +0.9% | -1.6% | -0.6% |
| 30D | -17.9% | -8.9% | -9.0% | -17.8% |
| 3M | -48.0% | -0.8% | -47.2% | -47.8% |
| 6M | +5.8% | +8.5% | -2.6% | 0.0% |
| YTD | +202.7% | +28.6% | +174.1% | +150.9% |
| 1Y | +352.5% | +52.3% | +300.2% | +219.6% |
| All | +352.5% | +54.0% | +298.5% | +219.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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