+416.0%
AAOI vs IBM
+148.6%
+267.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | +0.4% |
| 7D | -0.2% | +3.6% | -3.7% | -1.6% |
| 30D | -23.7% | +3.1% | -26.8% | -24.9% |
| 3M | -39.0% | -10.8% | -28.2% | -39.3% |
| 6M | -17.0% | -0.8% | -16.2% | -22.7% |
| YTD | +202.2% | -16.2% | +218.4% | +199.8% |
| 1Y | +292.4% | -2.9% | +295.3% | +258.3% |
| 3Y | +804.4% | +79.8% | +724.5% | +490.4% |
| 5Y | +1,318.0% | +124.9% | +1,193.1% | +702.9% |
| All | +416.0% | +148.6% | +267.4% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 10y: compounded portfolio wealth divided by compounded IBM 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…
10y analysis · Full analysis span regression · 6 months rolling