+352.5%
AAOI vs HWM
+48.6%
+304.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.5% |
| 7D | -0.7% | -2.1% | +1.4% | +0.5% |
| 30D | -17.9% | -11.0% | -6.9% | -9.2% |
| 3M | -48.0% | +4.0% | -52.0% | -49.5% |
| 6M | +5.8% | -0.2% | +6.1% | +7.7% |
| YTD | +202.7% | +26.7% | +176.1% | +110.8% |
| 1Y | +352.5% | +44.7% | +307.8% | +166.9% |
| All | +352.5% | +48.6% | +304.0% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling