+192.5%
AAOI vs VRT
+2,829.6%
-2,637.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.7% | +2.0% | +3.3% |
| 7D | +7.9% | +13.6% | -5.7% | -0.9% |
| 30D | -17.8% | +6.8% | -24.5% | -20.4% |
| 3M | -43.3% | -3.2% | -40.1% | -40.8% |
| 6M | +16.7% | +20.3% | -3.6% | +10.4% |
| YTD | +220.0% | +79.6% | +140.4% | +133.6% |
| 1Y | +372.1% | +139.0% | +233.1% | +198.7% |
| 3Y | +845.3% | +644.6% | +200.7% | +259.6% |
| 5Y | +1,333.8% | +1,024.4% | +309.4% | +318.1% |
| All | +192.5% | +2,829.6% | -2,637.2% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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