+416.0%
AAOI vs ABT
+201.3%
+214.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.3% |
| 7D | -0.2% | -5.9% | +5.7% | +1.3% |
| 30D | -23.7% | -8.1% | -15.6% | -22.3% |
| 3M | -39.0% | +14.5% | -53.6% | -42.7% |
| 6M | -17.0% | -6.3% | -10.8% | -16.5% |
| YTD | +202.2% | -17.1% | +219.4% | +217.8% |
| 1Y | +292.4% | -21.4% | +313.8% | +319.4% |
| 3Y | +804.4% | +5.9% | +798.5% | +701.4% |
| 5Y | +1,318.0% | -12.8% | +1,330.8% | +1,287.6% |
| All | +416.0% | +201.3% | +214.7% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 10y: compounded portfolio wealth divided by compounded ABT 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…
10y analysis · Full analysis span regression · 6 months rolling