+786.6%
AAOI vs HWM
+379.8%
+406.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -2.3% |
| 7D | +2.9% | -12.5% | +15.4% | +15.6% |
| 30D | -23.1% | -19.0% | -4.1% | -7.0% |
| 3M | -41.0% | -8.6% | -32.4% | -36.7% |
| 6M | -14.3% | -10.2% | -4.1% | -9.9% |
| YTD | +196.3% | +11.3% | +185.0% | +142.1% |
| 1Y | +272.6% | +24.3% | +248.4% | +171.5% |
| All | +786.6% | +379.8% | +406.8% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling