+350.2%
ORCL vs AAOI
+398.9%
-48.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.6% | +4.2% | -0.9% |
| 7D | +8.0% | -0.5% | +8.4% | +8.0% |
| 30D | -4.0% | -42.1% | +38.2% | +0.6% |
| 3M | -19.5% | -61.6% | +42.2% | -13.0% |
| 6M | -33.5% | -77.6% | +44.2% | -26.0% |
| YTD | -34.8% | +43.1% | -77.9% | -40.2% |
| 1Y | -41.6% | +138.6% | -180.2% | -49.0% |
| 3Y | +13.8% | +353.5% | -339.8% | -10.9% |
| 5Y | +43.4% | +720.6% | -677.2% | +0.9% |
| 10Y | +268.8% | +99.8% | +169.0% | +156.6% |
| All | +350.2% | +398.9% | -48.7% | +188.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling