+463.6%
AAOI vs HWM
+1,330.2%
-866.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.5% |
| 7D | +4.7% | -8.0% | +12.7% | +8.0% |
| 30D | -18.7% | -18.0% | -0.7% | -11.5% |
| 3M | -33.7% | -9.5% | -24.2% | -30.9% |
| 6M | -2.4% | -8.4% | +6.0% | +0.1% |
| YTD | +209.6% | +13.6% | +196.0% | +188.0% |
| 1Y | +355.0% | +30.2% | +324.8% | +301.5% |
| 3Y | +814.7% | +392.2% | +422.4% | +411.2% |
| 5Y | +1,298.1% | +645.2% | +652.9% | +584.1% |
| All | +463.6% | +1,330.2% | -866.6% | +144.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling