+804.4%
AAOI vs AME
+59.6%
+744.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | -3.7% |
| 7D | -0.2% | +1.7% | -1.9% | -3.2% |
| 30D | -23.7% | -6.4% | -17.3% | -14.1% |
| 3M | -39.0% | +7.1% | -46.1% | -43.9% |
| 6M | -17.0% | +8.2% | -25.2% | -25.3% |
| YTD | +202.2% | +18.2% | +184.1% | +135.3% |
| 1Y | +292.4% | +26.7% | +265.7% | +174.4% |
| 3Y | +804.4% | +60.7% | +743.7% | +346.6% |
| All | +804.4% | +59.6% | +744.8% | +346.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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