+959.5%
AAOI vs APH
+1,817.6%
-858.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.3% | +4.3% |
| 7D | -0.7% | +5.0% | -5.6% | -5.7% |
| 30D | -17.9% | -3.9% | -14.0% | -14.0% |
| 3M | -48.0% | +13.0% | -61.0% | -53.0% |
| 6M | +5.8% | +25.2% | -19.3% | -15.6% |
| YTD | +202.7% | +22.9% | +179.8% | +129.0% |
| 1Y | +352.5% | +47.8% | +304.7% | +181.8% |
| 3Y | +657.0% | +283.0% | +374.0% | +104.6% |
| 5Y | +1,267.0% | +349.7% | +917.3% | +217.1% |
| 10Y | +502.7% | +1,061.2% | -558.5% | -45.6% |
| All | +959.5% | +1,817.6% | -858.1% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling