+957.8%
AAOI vs GM
+210.8%
+747.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.3% |
| 7D | -0.2% | -2.4% | +2.3% | +0.8% |
| 30D | -23.7% | -1.1% | -22.6% | -23.4% |
| 3M | -39.0% | +6.1% | -45.1% | -41.0% |
| 6M | -17.0% | +15.0% | -32.0% | -23.4% |
| YTD | +202.2% | +6.0% | +196.3% | +183.5% |
| 1Y | +292.4% | +47.1% | +245.3% | +210.3% |
| 3Y | +804.4% | +170.5% | +633.9% | +432.0% |
| 5Y | +1,318.0% | +80.5% | +1,237.5% | +865.7% |
| 10Y | +436.7% | +238.7% | +198.0% | +140.7% |
| All | +957.8% | +210.8% | +747.1% | +388.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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