+100.9%
AAOI vs HWM
+5.4%
+95.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.3% | -3.1% | -4.5% |
| 7D | -27.9% | +9.4% | -37.3% | -32.5% |
| 30D | -51.2% | -7.0% | -44.3% | -48.5% |
| 3M | -55.0% | -25.9% | -29.1% | -44.7% |
| 6M | -65.7% | -10.8% | -54.9% | -64.2% |
| YTD | +70.0% | +4.3% | +65.7% | +34.1% |
| 1Y | +100.9% | +4.4% | +96.5% | +58.8% |
| All | +100.9% | +5.4% | +95.5% | +58.8% |
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