+1,314.2%
AAOI vs ABT
-13.3%
+1,327.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.0% |
| 7D | -0.2% | -5.9% | +5.7% | -0.3% |
| 30D | -23.7% | -8.1% | -15.6% | -23.8% |
| 3M | -39.0% | +14.5% | -53.6% | -40.1% |
| 6M | -17.0% | -6.3% | -10.8% | -14.5% |
| YTD | +202.2% | -17.1% | +219.4% | +221.3% |
| 1Y | +292.4% | -21.4% | +313.8% | +322.6% |
| 3Y | +804.4% | +5.9% | +798.5% | +688.0% |
| All | +1,314.2% | -13.3% | +1,327.6% | +1,328.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling