+423.1%
AAOI vs USB
+158.6%
+264.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.5% | +1.4% | +2.3% |
| 7D | -16.6% | +0.8% | -17.4% | -16.9% |
| 30D | -52.5% | +6.8% | -59.3% | -54.6% |
| 3M | -61.6% | -3.8% | -57.8% | -60.8% |
| 6M | -65.0% | +11.7% | -76.8% | -68.3% |
| YTD | +49.5% | +17.5% | +32.0% | +27.9% |
| 1Y | +82.4% | +33.8% | +48.6% | +42.9% |
| 3Y | +433.8% | +104.2% | +329.6% | +240.5% |
| 5Y | +806.1% | +26.4% | +779.7% | +629.1% |
| 10Y | +121.2% | +89.2% | +32.0% | +26.3% |
| All | +423.1% | +158.6% | +264.5% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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