+983.6%
AAOI vs AMT
+221.4%
+762.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.1% | -3.2% |
| 7D | +4.7% | +1.5% | +3.2% | +4.2% |
| 30D | -18.7% | +3.7% | -22.5% | -19.7% |
| 3M | -33.7% | -7.2% | -26.5% | -32.9% |
| 6M | -2.4% | -4.2% | +1.7% | -2.5% |
| YTD | +209.6% | +1.9% | +207.7% | +202.0% |
| 1Y | +355.0% | -6.4% | +361.4% | +354.2% |
| 3Y | +814.7% | +7.7% | +806.9% | +707.4% |
| 5Y | +1,298.1% | -30.9% | +1,329.0% | +1,378.3% |
| 10Y | +449.8% | +105.4% | +344.4% | +210.8% |
| All | +983.6% | +221.4% | +762.2% | +390.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling