+100.9%
AAOI vs UPS
+29.9%
+71.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.7% | -12.1% | -8.0% |
| 7D | -27.9% | +8.2% | -36.1% | -29.0% |
| 30D | -51.2% | +22.7% | -74.0% | -53.4% |
| 3M | -55.0% | +6.4% | -61.4% | -55.0% |
| 6M | -65.7% | +22.6% | -88.4% | -66.4% |
| YTD | +70.0% | +20.7% | +49.3% | +47.2% |
| 1Y | +100.9% | +30.6% | +70.3% | +56.9% |
| All | +100.9% | +29.9% | +71.0% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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