+948.9%
AAOI vs U
-43.3%
+992.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -3.1% |
| 7D | +4.7% | +4.4% | +0.3% | +3.0% |
| 30D | -18.7% | -1.3% | -17.4% | -18.6% |
| 3M | -33.7% | +49.6% | -83.3% | -43.2% |
| 6M | -2.4% | +100.2% | -102.6% | -25.5% |
| YTD | +209.6% | -3.7% | +213.3% | +191.3% |
| 1Y | +355.0% | -6.5% | +361.5% | +332.2% |
| 3Y | +814.7% | +12.9% | +801.8% | +661.3% |
| 5Y | +1,298.1% | -68.3% | +1,366.3% | +1,298.4% |
| All | +948.9% | -43.3% | +992.2% | +763.8% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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