+1,020.0%
AAOI vs ALK
+42.2%
+977.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.1% | +8.8% | +7.0% |
| 7D | +7.9% | +0.1% | +7.8% | +7.7% |
| 30D | -17.8% | -18.5% | +0.7% | -11.1% |
| 3M | -43.3% | -3.6% | -39.7% | -43.5% |
| 6M | +16.7% | -3.7% | +20.4% | +14.6% |
| YTD | +220.0% | -19.0% | +239.0% | +229.5% |
| 1Y | +372.1% | -36.0% | +408.1% | +438.3% |
| 3Y | +845.3% | +2.3% | +843.0% | +784.9% |
| 5Y | +1,333.8% | -27.8% | +1,361.6% | +1,389.4% |
| 10Y | +457.2% | -39.0% | +496.2% | +453.9% |
| All | +1,020.0% | +42.2% | +977.8% | +791.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling