+292.4%
AAOI vs ABCL
+152.1%
+140.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.1% | +0.4% |
| 7D | -0.2% | -4.7% | +4.6% | +1.8% |
| 30D | -23.7% | +5.2% | -28.9% | -25.7% |
| 3M | -39.0% | +106.6% | -145.7% | -58.3% |
| 6M | -17.0% | +198.4% | -215.4% | -55.3% |
| YTD | +202.2% | +218.4% | -16.2% | +47.4% |
| 1Y | +292.4% | +136.2% | +156.2% | +154.4% |
| All | +292.4% | +152.1% | +140.3% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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