+957.8%
AAOI vs AMCR
+54.7%
+903.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.7% |
| 7D | -0.2% | -6.3% | +6.1% | +2.5% |
| 30D | -23.7% | -7.8% | -15.9% | -21.3% |
| 3M | -39.0% | +7.5% | -46.6% | -41.6% |
| 6M | -17.0% | +2.7% | -19.7% | -19.5% |
| YTD | +202.2% | +6.0% | +196.2% | +184.8% |
| 1Y | +292.4% | +7.8% | +284.6% | +265.2% |
| 3Y | +804.4% | +5.8% | +798.6% | +760.8% |
| 5Y | +1,318.0% | -11.6% | +1,329.6% | +1,349.6% |
| 10Y | +436.7% | +14.6% | +422.1% | +360.2% |
| All | +957.8% | +54.7% | +903.1% | +784.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling