+937.0%
AAOI vs IBM
+113.6%
+823.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.8% | -3.2% |
| 7D | +2.9% | -0.3% | +3.2% | +2.9% |
| 30D | -23.1% | -1.8% | -21.3% | -22.8% |
| 3M | -41.0% | -13.5% | -27.6% | -40.6% |
| 6M | -14.3% | -5.1% | -9.2% | -19.1% |
| YTD | +196.3% | -19.4% | +215.7% | +197.7% |
| 1Y | +272.6% | -6.5% | +279.1% | +243.5% |
| 3Y | +775.3% | +73.8% | +701.5% | +462.5% |
| 5Y | +1,290.2% | +116.3% | +1,173.9% | +666.5% |
| 10Y | +426.2% | +138.4% | +287.7% | +158.2% |
| All | +937.0% | +113.6% | +823.4% | +387.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling