+826.4%
AAOI vs ABCL
+103.9%
+722.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -1.7% |
| 7D | +4.7% | -2.7% | +7.4% | +6.0% |
| 30D | -18.7% | +18.3% | -37.0% | -25.7% |
| 3M | -33.7% | +108.5% | -142.2% | -57.0% |
| 6M | -2.4% | +213.9% | -216.4% | -50.7% |
| YTD | +209.6% | +223.1% | -13.5% | +49.5% |
| 1Y | +355.0% | +160.6% | +194.4% | +148.0% |
| All | +826.4% | +103.9% | +722.6% | +294.4% |
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 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