+353.5%
AAOI vs ABCL
+185.8%
+167.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -5.0% |
| 7D | -0.5% | -3.3% | +2.8% | +0.9% |
| 30D | -42.1% | -7.1% | -35.0% | -39.2% |
| 3M | -61.6% | +4.7% | -66.4% | -62.6% |
| 6M | -77.6% | +140.9% | -218.5% | -86.8% |
| YTD | +43.1% | +236.0% | -192.8% | -33.8% |
| 1Y | +138.6% | +217.4% | -78.8% | +15.4% |
| 3Y | +353.5% | +188.7% | +164.9% | +76.1% |
| All | +353.5% | +185.8% | +167.7% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling