+1,314.2%
AAOI vs AMT
-29.9%
+1,344.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.6% |
| 7D | -0.2% | +1.1% | -1.3% | -0.3% |
| 30D | -23.7% | +4.4% | -28.1% | -24.2% |
| 3M | -39.0% | -5.2% | -33.9% | -38.5% |
| 6M | -17.0% | -0.8% | -16.2% | -17.2% |
| YTD | +202.2% | +3.3% | +199.0% | +198.2% |
| 1Y | +292.4% | -6.0% | +298.4% | +295.3% |
| 3Y | +804.4% | +9.6% | +794.8% | +671.9% |
| All | +1,314.2% | -29.9% | +1,344.1% | +1,312.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 5y: compounded portfolio wealth divided by compounded AMT 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…
5y analysis · Full analysis span regression · 6 months rolling