+100.9%
AAOI vs SO
+3.3%
+97.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.7% | -6.7% | -8.0% |
| 7D | -27.9% | +1.7% | -29.7% | -26.6% |
| 30D | -51.2% | +11.1% | -62.4% | -46.8% |
| 3M | -55.0% | +0.7% | -55.7% | -54.3% |
| 6M | -65.7% | -1.4% | -64.4% | -65.1% |
| YTD | +70.0% | +9.4% | +60.6% | +81.9% |
| 1Y | +100.9% | +3.7% | +97.2% | +146.4% |
| All | +100.9% | +3.3% | +97.6% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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