+1,259.9%
AAOI vs ABCL
-81.3%
+1,341.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.6% |
| 7D | -0.7% | +0.7% | -1.4% | -0.9% |
| 30D | -17.9% | +93.1% | -111.0% | -37.5% |
| 3M | -48.0% | +79.4% | -127.4% | -59.6% |
| 6M | +5.8% | +214.9% | -209.0% | -34.1% |
| YTD | +202.7% | +234.2% | -31.5% | +81.6% |
| 1Y | +352.5% | +174.8% | +177.8% | +193.3% |
| 3Y | +657.0% | +104.5% | +552.6% | +390.7% |
| 5Y | +1,267.0% | -39.0% | +1,306.0% | +988.5% |
| All | +1,259.9% | -81.3% | +1,341.2% | +1,016.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling