+1,290.2%
AAOI vs ALK
-31.3%
+1,321.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.0% |
| 7D | +2.9% | -3.1% | +6.0% | +4.5% |
| 30D | -23.1% | -17.1% | -6.0% | -15.8% |
| 3M | -41.0% | -3.8% | -37.3% | -40.4% |
| 6M | -14.3% | -5.3% | -9.0% | -16.0% |
| YTD | +196.3% | -20.3% | +216.6% | +207.7% |
| 1Y | +272.6% | -36.0% | +308.6% | +343.5% |
| 3Y | +775.3% | +0.8% | +774.6% | +651.4% |
| 5Y | +1,290.2% | -28.5% | +1,318.7% | +1,151.8% |
| All | +1,290.2% | -31.3% | +1,321.4% | +1,151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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