+1,020.0%
AAOI vs STRL
+5,323.3%
-4,303.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.2% | +2.5% | +4.6% |
| 7D | +7.9% | +10.1% | -2.2% | +4.4% |
| 30D | -17.8% | -8.2% | -9.6% | -14.7% |
| 3M | -43.3% | -43.7% | +0.4% | -30.5% |
| 6M | +16.7% | +27.1% | -10.4% | +5.3% |
| YTD | +220.0% | +64.0% | +156.0% | +167.1% |
| 1Y | +372.1% | +75.2% | +296.9% | +291.0% |
| 3Y | +845.3% | +539.9% | +305.4% | +487.1% |
| 5Y | +1,333.8% | +2,133.0% | -799.2% | +604.9% |
| 10Y | +457.2% | +7,178.3% | -6,721.1% | +132.3% |
| All | +1,020.0% | +5,323.3% | -4,303.3% | +383.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling