+983.6%
AAOI vs ACM
+114.3%
+869.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.2% | -1.3% |
| 7D | +4.7% | -3.7% | +8.3% | +7.1% |
| 30D | -18.7% | -12.7% | -6.1% | -13.3% |
| 3M | -33.7% | -9.8% | -23.9% | -31.9% |
| 6M | -2.4% | -31.4% | +29.0% | +20.1% |
| YTD | +209.6% | -32.1% | +241.7% | +276.7% |
| 1Y | +355.0% | -47.8% | +402.8% | +566.9% |
| 3Y | +814.7% | -22.1% | +836.7% | +977.1% |
| 5Y | +1,298.1% | +1.8% | +1,296.3% | +1,303.3% |
| 10Y | +449.8% | +132.5% | +317.3% | +204.2% |
| All | +983.6% | +114.3% | +869.3% | +552.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling