+983.6%
AAOI vs ALB
+142.8%
+840.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -1.8% |
| 7D | +4.7% | -8.6% | +13.2% | +9.4% |
| 30D | -18.7% | -4.0% | -14.7% | -17.5% |
| 3M | -33.7% | -17.4% | -16.4% | -27.4% |
| 6M | -2.4% | -25.4% | +22.9% | +11.7% |
| YTD | +209.6% | -10.5% | +220.1% | +219.3% |
| 1Y | +355.0% | +75.8% | +279.2% | +230.5% |
| 3Y | +814.7% | -28.5% | +843.2% | +841.5% |
| 5Y | +1,298.1% | -45.1% | +1,343.2% | +1,481.2% |
| 10Y | +449.8% | +87.3% | +362.5% | +216.3% |
| All | +983.6% | +142.8% | +840.8% | +458.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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