+52.7%
DRAM vs AAOI
-38.9%
+91.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.6% | +2.7% | -0.6% |
| 7D | +7.9% | -0.5% | +8.4% | +8.0% |
| 30D | -15.4% | -42.1% | +26.7% | +4.1% |
| 3M | -25.5% | -61.6% | +36.1% | +4.1% |
| 6M | -22.3% | -77.6% | +55.4% | +16.6% |
| All | +52.7% | -38.9% | +91.6% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOI.
Daily Out/Under-Performance
Portfolio return minus AAOI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOI 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 AAOI 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