+1,192.8%
AAOI vs GRAB
-74.3%
+1,267.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.6% |
| 7D | -0.2% | -10.8% | +10.7% | +3.3% |
| 30D | -23.7% | -15.5% | -8.2% | -19.8% |
| 3M | -39.0% | -9.0% | -30.1% | -37.5% |
| 6M | -17.0% | -21.6% | +4.5% | -10.5% |
| YTD | +202.2% | -38.9% | +241.1% | +249.4% |
| 1Y | +292.4% | -44.8% | +337.2% | +372.1% |
| 3Y | +804.4% | -18.4% | +822.8% | +867.9% |
| 5Y | +1,318.0% | -71.6% | +1,389.7% | +1,423.7% |
| All | +1,192.8% | -74.3% | +1,267.1% | +1,276.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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