+100.9%
AAOI vs ILMN
+92.1%
+8.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.9% | -2.4% | -4.9% |
| 7D | -27.9% | -21.6% | -6.4% | -18.9% |
| 30D | -51.2% | -22.9% | -28.4% | -44.9% |
| 3M | -55.0% | +11.6% | -66.6% | -57.0% |
| 6M | -65.7% | +62.5% | -128.3% | -74.0% |
| YTD | +70.0% | +72.7% | -2.7% | +6.2% |
| 1Y | +100.9% | +93.9% | +7.1% | +5.2% |
| All | +100.9% | +92.1% | +8.8% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 1y: compounded portfolio wealth divided by compounded ILMN 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…
1y analysis · Full analysis span regression · 6 months rolling