+957.8%
AAOI vs ALNY
+296.7%
+661.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | -0.2% | -6.5% | +6.4% | +1.0% |
| 30D | -23.7% | +11.0% | -34.7% | -25.4% |
| 3M | -39.0% | -14.1% | -25.0% | -38.8% |
| 6M | -17.0% | -22.4% | +5.3% | -16.0% |
| YTD | +202.2% | -37.5% | +239.7% | +219.9% |
| 1Y | +292.4% | -46.9% | +339.3% | +329.2% |
| 3Y | +804.4% | +22.1% | +782.3% | +718.3% |
| 5Y | +1,318.0% | +31.2% | +1,286.8% | +1,126.4% |
| 10Y | +436.7% | +256.3% | +180.4% | +265.5% |
| All | +957.8% | +296.7% | +661.1% | +620.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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