-10.4%
AAOI vs IBM
-3.9%
-6.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.4% | -6.6% | -2.6% |
| 7D | +4.7% | +3.6% | +1.1% | +5.5% |
| 30D | -18.7% | +1.5% | -20.3% | -18.3% |
| 3M | -33.7% | -12.9% | -20.8% | -34.5% |
| All | -10.4% | -3.9% | -6.5% | +2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling