+100.9%
AAOI vs AWK
+20.7%
+80.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.2% | -9.5% | -3.6% |
| 7D | -27.9% | +7.0% | -35.0% | -18.3% |
| 30D | -51.2% | +17.0% | -68.3% | -35.2% |
| 3M | -55.0% | +12.4% | -67.4% | -42.8% |
| 6M | -65.7% | +19.6% | -85.3% | -51.4% |
| YTD | +70.0% | +17.0% | +53.0% | +143.5% |
| 1Y | +100.9% | +20.0% | +80.9% | +181.5% |
| All | +100.9% | +20.7% | +80.3% | +181.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling