-2.4%
AAOI vs ALM
+1.8%
-4.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -0.6% |
| 7D | +4.7% | +3.6% | +1.0% | +2.1% |
| 30D | -18.7% | +33.8% | -52.5% | -32.9% |
| 3M | -33.7% | +14.8% | -48.5% | -41.1% |
| 6M | -2.4% | -7.0% | +4.5% | -6.8% |
| All | -2.4% | +1.8% | -4.3% | -6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling