+1,085.2%
AAOI vs USAR
+53.8%
+1,031.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.0% | +5.0% | +2.6% |
| 7D | -0.2% | -11.6% | +11.5% | +2.5% |
| 30D | -23.7% | -15.5% | -8.2% | -20.9% |
| 3M | -39.0% | -31.0% | -8.0% | -33.9% |
| 6M | -17.0% | -26.2% | +9.2% | -11.6% |
| YTD | +202.2% | +30.8% | +171.5% | +196.9% |
| 1Y | +292.4% | +7.1% | +285.3% | +287.4% |
| 3Y | +804.4% | +53.0% | +751.4% | +581.0% |
| All | +1,085.2% | +53.8% | +1,031.4% | +790.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 5y: compounded portfolio wealth divided by compounded USAR 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…
5y analysis · Full analysis span regression · 6 months rolling