+1,020.0%
AAOI vs URI
+1,756.6%
-736.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.4% |
| 7D | +7.9% | +2.5% | +5.4% | +6.5% |
| 30D | -17.8% | -12.5% | -5.2% | -11.2% |
| 3M | -43.3% | -6.2% | -37.1% | -40.8% |
| 6M | +16.7% | +25.9% | -9.2% | +1.2% |
| YTD | +220.0% | +26.2% | +193.8% | +171.2% |
| 1Y | +372.1% | +5.5% | +366.6% | +344.2% |
| 3Y | +845.3% | +125.0% | +720.4% | +542.6% |
| 5Y | +1,333.8% | +210.4% | +1,123.4% | +735.1% |
| 10Y | +457.2% | +1,157.2% | -700.0% | +48.4% |
| All | +1,020.0% | +1,756.6% | -736.6% | +188.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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