+1,314.2%
AAOI vs ALM
+839.2%
+475.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.5% | +8.5% | +3.3% |
| 7D | -0.2% | -11.8% | +11.7% | +2.4% |
| 30D | -23.7% | +7.8% | -31.5% | -24.7% |
| 3M | -39.0% | -9.3% | -29.8% | -37.8% |
| 6M | -17.0% | -30.5% | +13.4% | -12.5% |
| YTD | +202.2% | +75.8% | +126.4% | +192.5% |
| 1Y | +292.4% | +241.2% | +51.2% | +259.3% |
| 3Y | +804.4% | +1,872.6% | -1,068.2% | +625.8% |
| All | +1,314.2% | +839.2% | +475.0% | +1,144.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling