+416.0%
AAOI vs APH
+1,104.8%
-688.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.6% | -2.6% | -2.6% |
| 7D | -0.2% | +1.4% | -1.5% | -1.7% |
| 30D | -23.7% | -1.2% | -22.4% | -22.3% |
| 3M | -39.0% | +10.3% | -49.3% | -42.6% |
| 6M | -17.0% | +25.2% | -42.2% | -34.1% |
| YTD | +202.2% | +24.6% | +177.6% | +124.9% |
| 1Y | +292.4% | +41.4% | +251.0% | +156.2% |
| 3Y | +804.4% | +297.8% | +506.6% | +136.2% |
| 5Y | +1,318.0% | +366.0% | +952.0% | +221.2% |
| All | +416.0% | +1,104.8% | -688.9% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 10y: compounded portfolio wealth divided by compounded APH 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…
10y analysis · Full analysis span regression · 6 months rolling