+726.0%
AAOI vs APH
+289.4%
+436.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.9% | -3.6% |
| 7D | -0.5% | +4.9% | -5.4% | -6.3% |
| 30D | -42.1% | -5.4% | -36.7% | -37.0% |
| 3M | -61.6% | -5.5% | -56.2% | -57.5% |
| 6M | -77.6% | +25.9% | -103.6% | -82.0% |
| YTD | +43.1% | +16.4% | +26.8% | +11.2% |
| 1Y | +138.6% | +16.5% | +122.1% | +86.6% |
| 3Y | +353.5% | +270.9% | +82.7% | -7.7% |
| All | +726.0% | +289.4% | +436.6% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling