+1,314.2%
AAOI vs ROST
+114.0%
+1,200.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +0.5% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | -23.7% | -6.9% | -16.8% | -20.5% |
| 3M | -39.0% | -3.3% | -35.7% | -38.7% |
| 6M | -17.0% | +9.0% | -26.1% | -25.5% |
| YTD | +202.2% | +28.9% | +173.4% | +137.4% |
| 1Y | +292.4% | +54.0% | +238.4% | +168.0% |
| 3Y | +804.4% | +100.7% | +703.7% | +428.8% |
| All | +1,314.2% | +114.0% | +1,200.2% | +584.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling