+100.9%
AAOI vs ALC
+4.2%
+96.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +6.8% | -14.2% | -2.9% |
| 7D | -27.9% | +10.7% | -38.6% | -22.6% |
| 30D | -51.2% | +20.2% | -71.4% | -44.9% |
| 3M | -55.0% | +8.9% | -63.9% | -51.3% |
| 6M | -65.7% | +5.7% | -71.5% | -60.9% |
| YTD | +70.0% | -1.4% | +71.4% | +96.7% |
| 1Y | +100.9% | +4.7% | +96.2% | +132.9% |
| All | +100.9% | +4.2% | +96.7% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling