+646.3%
AAOI vs ALLY
+116.8%
+529.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.7% |
| 7D | +2.9% | -3.3% | +6.2% | +4.5% |
| 30D | -23.1% | -4.1% | -19.1% | -21.6% |
| 3M | -41.0% | +1.4% | -42.4% | -41.4% |
| 6M | -14.3% | +14.4% | -28.6% | -21.4% |
| YTD | +196.3% | -4.9% | +201.2% | +193.3% |
| 1Y | +272.6% | +5.5% | +267.1% | +253.0% |
| 3Y | +775.3% | +66.0% | +709.3% | +609.6% |
| 5Y | +1,290.2% | -2.4% | +1,292.5% | +1,236.6% |
| 10Y | +426.2% | +188.3% | +237.9% | +180.8% |
| All | +646.3% | +116.8% | +529.5% | +351.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling