+804.4%
AAOI vs AMCR
+6.5%
+797.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.7% |
| 7D | -0.2% | -6.3% | +6.1% | +2.7% |
| 30D | -23.7% | -7.8% | -15.9% | -21.1% |
| 3M | -39.0% | +7.5% | -46.6% | -42.1% |
| 6M | -17.0% | +2.7% | -19.7% | -19.3% |
| YTD | +202.2% | +6.0% | +196.2% | +178.9% |
| 1Y | +292.4% | +7.8% | +284.6% | +253.7% |
| 3Y | +804.4% | +5.8% | +798.6% | +705.6% |
| All | +804.4% | +6.5% | +797.9% | +705.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 3y: compounded portfolio wealth divided by compounded AMCR 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…
3y analysis · Full analysis span regression · 6 months rolling