+804.4%
AAOI vs UPS
-26.3%
+830.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.8% |
| 7D | -0.2% | -2.0% | +1.8% | +1.0% |
| 30D | -23.7% | -2.0% | -21.7% | -23.1% |
| 3M | -39.0% | -6.2% | -32.8% | -36.6% |
| 6M | -17.0% | +2.8% | -19.8% | -18.4% |
| YTD | +202.2% | +5.9% | +196.3% | +182.8% |
| 1Y | +292.4% | +26.2% | +266.2% | +225.8% |
| 3Y | +804.4% | -26.0% | +830.4% | +777.8% |
| All | +804.4% | -26.3% | +830.7% | +777.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling