-6.4%
T vs AAOI
+91.2%
-97.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.3% | +9.4% | +1.8% |
| 7D | +5.5% | -27.9% | +33.4% | +4.5% |
| 30D | -8.9% | -51.2% | +42.3% | -10.5% |
| 3M | -5.6% | -55.0% | +49.4% | -7.2% |
| 6M | -14.3% | -65.7% | +51.5% | -15.5% |
| YTD | -7.9% | +70.0% | -77.9% | -8.5% |
| 1Y | -6.4% | +100.9% | -107.3% | -6.1% |
| All | -6.4% | +91.2% | -97.6% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling