+1,174.3%
AAOI vs S
-57.7%
+1,232.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | +4.7% | -1.2% | +5.9% | +5.2% |
| 30D | -18.7% | -12.6% | -6.2% | -14.9% |
| 3M | -33.7% | +27.6% | -61.3% | -42.1% |
| 6M | -2.4% | +35.5% | -37.9% | -18.9% |
| YTD | +209.6% | +29.6% | +180.0% | +158.2% |
| 1Y | +355.0% | +8.1% | +346.9% | +314.4% |
| 3Y | +814.7% | +14.8% | +799.9% | +764.5% |
| 5Y | +1,298.1% | -70.6% | +1,368.6% | +1,632.0% |
| All | +1,174.3% | -57.7% | +1,232.0% | +1,411.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling