+613.8%
AAOI vs ALAB
+441.3%
+172.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.3% | +1.0% | -1.1% |
| 7D | +2.9% | +0.6% | +2.3% | +1.7% |
| 30D | -23.1% | -8.8% | -14.3% | -19.0% |
| 3M | -41.0% | -14.0% | -27.0% | -35.8% |
| 6M | -14.3% | +144.3% | -158.5% | -50.1% |
| YTD | +196.3% | +71.0% | +125.3% | +104.7% |
| 1Y | +272.6% | +23.5% | +249.1% | +201.9% |
| All | +613.8% | +441.3% | +172.5% | +176.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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