+352.5%
AAOI vs ALM
+318.3%
+34.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.9% |
| 7D | -0.7% | -2.6% | +1.9% | +0.6% |
| 30D | -17.9% | +32.0% | -49.9% | -28.2% |
| 3M | -48.0% | -15.0% | -32.9% | -45.5% |
| 6M | +5.8% | -10.1% | +16.0% | +8.0% |
| YTD | +202.7% | +99.4% | +103.3% | +168.7% |
| 1Y | +352.5% | +316.4% | +36.2% | +319.7% |
| All | +352.5% | +318.3% | +34.2% | +319.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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