+1,290.2%
AAOI vs ALLY
-2.7%
+1,292.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.8% |
| 7D | +2.9% | -3.3% | +6.2% | +5.0% |
| 30D | -23.1% | -4.1% | -19.1% | -21.1% |
| 3M | -41.0% | +1.4% | -42.4% | -41.6% |
| 6M | -14.3% | +14.4% | -28.6% | -24.2% |
| YTD | +196.3% | -4.9% | +201.2% | +191.7% |
| 1Y | +272.6% | +5.5% | +267.1% | +243.5% |
| 3Y | +775.3% | +66.0% | +709.3% | +553.5% |
| 5Y | +1,290.2% | -2.4% | +1,292.5% | +1,072.5% |
| All | +1,290.2% | -2.7% | +1,292.9% | +1,072.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling