+100.9%
AAOI vs S
+36.5%
+64.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.6% | -9.0% | -7.6% |
| 7D | -27.9% | -8.2% | -19.7% | -27.1% |
| 30D | -51.2% | -7.6% | -43.6% | -50.8% |
| 3M | -55.0% | +12.0% | -66.9% | -54.6% |
| 6M | -65.7% | +50.6% | -116.3% | -64.9% |
| YTD | +70.0% | +56.6% | +13.4% | +85.4% |
| 1Y | +100.9% | +39.2% | +61.7% | +118.8% |
| All | +100.9% | +36.5% | +64.4% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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