+1,314.2%
AAOI vs ABCL
-42.5%
+1,356.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.1% | +0.3% |
| 7D | -0.2% | -4.7% | +4.6% | +1.8% |
| 30D | -23.7% | +5.2% | -28.9% | -25.9% |
| 3M | -39.0% | +106.6% | -145.7% | -57.6% |
| 6M | -17.0% | +198.4% | -215.4% | -52.1% |
| YTD | +202.2% | +218.4% | -16.2% | +66.5% |
| 1Y | +292.4% | +136.2% | +156.2% | +147.8% |
| 3Y | +804.4% | +103.2% | +701.2% | +439.1% |
| All | +1,314.2% | -42.5% | +1,356.7% | +1,179.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling