+100.9%
AAOI vs ALLY
+4.2%
+96.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.8% | -11.1% | -6.6% |
| 7D | -27.9% | +2.4% | -30.3% | -27.4% |
| 30D | -51.2% | +5.6% | -56.8% | -50.6% |
| 3M | -55.0% | -11.7% | -43.3% | -55.8% |
| 6M | -65.7% | -7.0% | -58.7% | -65.6% |
| YTD | +70.0% | -10.4% | +80.5% | +91.1% |
| 1Y | +100.9% | +2.4% | +98.5% | +80.9% |
| All | +100.9% | +4.2% | +96.7% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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