+959.5%
AAOI vs USB
+166.3%
+793.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.3% |
| 7D | -0.7% | +1.4% | -2.1% | -1.7% |
| 30D | -17.9% | -1.3% | -16.6% | -17.3% |
| 3M | -48.0% | +15.2% | -63.2% | -53.3% |
| 6M | +5.8% | +18.8% | -13.0% | -7.4% |
| YTD | +202.7% | +21.0% | +181.7% | +155.5% |
| 1Y | +352.5% | +34.0% | +318.5% | +257.1% |
| 3Y | +657.0% | +95.3% | +561.7% | +398.5% |
| 5Y | +1,267.0% | +40.4% | +1,226.6% | +932.9% |
| 10Y | +502.7% | +107.3% | +395.4% | +218.5% |
| All | +959.5% | +166.3% | +793.2% | +346.1% |
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