+416.0%
AAOI vs AWK
+132.0%
+284.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +1.9% |
| 7D | -0.2% | -2.1% | +2.0% | -0.3% |
| 30D | -23.7% | +2.1% | -25.7% | -23.6% |
| 3M | -39.0% | +11.4% | -50.4% | -38.9% |
| 6M | -17.0% | +3.9% | -21.0% | -16.8% |
| YTD | +202.2% | +7.7% | +194.5% | +202.4% |
| 1Y | +292.4% | +1.3% | +291.1% | +293.7% |
| 3Y | +804.4% | +7.2% | +797.2% | +774.0% |
| 5Y | +1,318.0% | -17.0% | +1,335.0% | +1,327.7% |
| All | +416.0% | +132.0% | +284.0% | +368.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling