+804.4%
AAOI vs AZO
+10.0%
+794.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | -0.2% | -3.6% | +3.4% | -0.6% |
| 30D | -23.7% | -5.6% | -18.1% | -24.1% |
| 3M | -39.0% | -6.6% | -32.4% | -39.2% |
| 6M | -17.0% | -22.5% | +5.5% | -16.8% |
| YTD | +202.2% | -15.2% | +217.4% | +209.4% |
| 1Y | +292.4% | -33.9% | +326.3% | +288.5% |
| 3Y | +804.4% | +11.8% | +792.6% | +696.6% |
| All | +804.4% | +10.0% | +794.3% | +696.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 3y: compounded portfolio wealth divided by compounded AZO 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…
3y analysis · Full analysis span regression · 6 months rolling