+804.4%
AAOI vs ACM
-22.9%
+827.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.2% |
| 7D | -0.2% | -4.6% | +4.4% | +3.7% |
| 30D | -23.7% | +4.1% | -27.8% | -27.6% |
| 3M | -39.0% | -8.3% | -30.7% | -37.7% |
| 6M | -17.0% | -30.1% | +13.0% | +13.0% |
| YTD | +202.2% | -32.6% | +234.8% | +305.7% |
| 1Y | +292.4% | -49.6% | +342.0% | +701.1% |
| 3Y | +804.4% | -23.0% | +827.4% | +855.7% |
| All | +804.4% | -22.9% | +827.3% | +855.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling