+100.9%
AAOI vs STRL
-30.1%
+131.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -21.5% | +14.1% | +5.2% |
| 7D | -27.9% | -27.1% | -0.9% | -14.2% |
| 30D | -51.2% | -45.8% | -5.4% | -30.4% |
| 3M | -55.0% | -47.6% | -7.3% | -33.7% |
| 6M | -65.7% | -46.4% | -19.3% | -52.8% |
| YTD | +70.0% | -7.4% | +77.4% | +40.6% |
| 1Y | +100.9% | -25.9% | +126.8% | +102.7% |
| All | +100.9% | -30.1% | +131.0% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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