+100.9%
AAOI vs ACM
-46.6%
+147.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.9% | -10.3% | -7.3% |
| 7D | -27.9% | +9.5% | -37.4% | -27.9% |
| 30D | -51.2% | +14.7% | -66.0% | -51.3% |
| 3M | -55.0% | -9.5% | -45.5% | -53.5% |
| 6M | -65.7% | -18.0% | -47.7% | -62.9% |
| YTD | +70.0% | -27.3% | +97.3% | +91.0% |
| 1Y | +100.9% | -47.0% | +147.9% | +144.0% |
| All | +100.9% | -46.6% | +147.5% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling