+825.0%
AAOI vs ALC
+21.6%
+803.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.8% |
| 7D | +7.9% | -3.7% | +11.6% | +9.9% |
| 30D | -17.8% | -3.7% | -14.0% | -16.5% |
| 3M | -43.3% | +4.6% | -47.8% | -46.3% |
| 6M | +16.7% | -14.6% | +31.3% | +24.5% |
| YTD | +220.0% | -11.9% | +231.9% | +230.0% |
| 1Y | +372.1% | -13.1% | +385.2% | +389.2% |
| 3Y | +845.3% | -15.0% | +860.3% | +895.4% |
| 5Y | +1,333.8% | -16.2% | +1,350.0% | +1,404.0% |
| All | +825.0% | +21.6% | +803.4% | +707.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling