+937.0%
AAOI vs AWK
+348.3%
+588.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -3.9% | -4.3% |
| 7D | +2.9% | -0.7% | +3.6% | +2.9% |
| 30D | -23.1% | +2.8% | -25.9% | -23.1% |
| 3M | -41.0% | +11.3% | -52.3% | -41.1% |
| 6M | -14.3% | +6.7% | -21.0% | -14.4% |
| YTD | +196.3% | +9.4% | +186.9% | +195.0% |
| 1Y | +272.6% | +3.7% | +268.9% | +272.0% |
| 3Y | +775.3% | +9.2% | +766.1% | +740.7% |
| 5Y | +1,290.2% | -15.7% | +1,305.9% | +1,297.0% |
| 10Y | +426.2% | +135.3% | +290.9% | +334.1% |
| All | +937.0% | +348.3% | +588.8% | +448.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling