+983.6%
AAOI vs ALM
+757.6%
+226.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -2.9% |
| 7D | +4.7% | +3.6% | +1.0% | +4.3% |
| 30D | -18.7% | +33.8% | -52.5% | -20.7% |
| 3M | -33.7% | +14.8% | -48.5% | -34.4% |
| 6M | -2.4% | -7.0% | +4.5% | -2.1% |
| YTD | +209.6% | +108.1% | +101.6% | +201.0% |
| 1Y | +355.0% | +313.8% | +41.2% | +331.2% |
| 3Y | +814.7% | +2,227.6% | -1,413.0% | +722.1% |
| 5Y | +1,298.1% | +956.6% | +341.4% | +1,173.8% |
| 10Y | +449.8% | +3,082.3% | -2,632.5% | +398.3% |
| All | +983.6% | +757.6% | +226.0% | +908.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling