-17.0%
AAOI vs GWW
+16.7%
-33.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +2.4% |
| 7D | -0.2% | -3.4% | +3.2% | -2.4% |
| 30D | -23.7% | -1.9% | -21.8% | -24.5% |
| 3M | -39.0% | -2.4% | -36.6% | -40.2% |
| 6M | -17.0% | +15.7% | -32.8% | -27.5% |
| All | -17.0% | +16.7% | -33.7% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 6mo: compounded portfolio wealth divided by compounded GWW 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…
6mo analysis · Full analysis span regression · 6 months rolling