+804.4%
AAOI vs EMR
+62.0%
+742.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | -1.4% |
| 7D | -0.2% | -0.4% | +0.3% | +0.4% |
| 30D | -23.7% | -6.8% | -16.9% | -16.2% |
| 3M | -39.0% | +7.5% | -46.5% | -43.9% |
| 6M | -17.0% | +9.9% | -26.9% | -26.9% |
| YTD | +202.2% | +16.0% | +186.3% | +129.4% |
| 1Y | +292.4% | +12.4% | +280.0% | +219.5% |
| 3Y | +804.4% | +60.2% | +744.1% | +401.7% |
| All | +804.4% | +62.0% | +742.3% | +401.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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