+645.9%
AAOI vs ALAB
+471.8%
+174.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.0% | -7.3% | -5.7% |
| 7D | +4.7% | +9.6% | -5.0% | -1.8% |
| 30D | -18.7% | -5.3% | -13.5% | -16.3% |
| 3M | -33.7% | -12.0% | -21.7% | -29.0% |
| 6M | -2.4% | +145.7% | -148.2% | -43.7% |
| YTD | +209.6% | +80.7% | +129.0% | +107.0% |
| 1Y | +355.0% | +40.1% | +314.9% | +243.7% |
| All | +645.9% | +471.8% | +174.1% | +180.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling