+957.8%
AAOI vs ROST
+629.9%
+328.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +0.8% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | -23.7% | -6.9% | -16.8% | -21.2% |
| 3M | -39.0% | -3.3% | -35.7% | -38.8% |
| 6M | -17.0% | +9.0% | -26.1% | -23.1% |
| YTD | +202.2% | +28.9% | +173.4% | +155.2% |
| 1Y | +292.4% | +54.0% | +238.4% | +200.8% |
| 3Y | +804.4% | +100.7% | +703.7% | +521.1% |
| 5Y | +1,318.0% | +116.0% | +1,202.0% | +813.9% |
| 10Y | +436.7% | +318.4% | +118.3% | +151.2% |
| All | +957.8% | +629.9% | +328.0% | +310.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling