+628.1%
AAOI vs ALAB
+454.1%
+174.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.3% | +0.6% |
| 7D | -0.2% | -6.2% | +6.0% | +3.1% |
| 30D | -23.7% | -8.7% | -15.0% | -19.7% |
| 3M | -39.0% | -20.7% | -18.3% | -30.1% |
| 6M | -17.0% | +133.5% | -150.6% | -50.5% |
| YTD | +202.2% | +75.1% | +127.2% | +105.9% |
| 1Y | +292.4% | +25.0% | +267.4% | +215.6% |
| All | +628.1% | +454.1% | +174.1% | +178.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling