+786.6%
AAOI vs ILMN
+29.9%
+756.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -3.2% |
| 7D | +2.9% | -9.2% | +12.1% | +9.0% |
| 30D | -23.1% | +4.4% | -27.5% | -26.0% |
| 3M | -41.0% | +23.9% | -64.9% | -49.3% |
| 6M | -14.3% | +64.5% | -78.8% | -39.5% |
| YTD | +196.3% | +53.5% | +142.8% | +113.9% |
| 1Y | +272.6% | +110.8% | +161.8% | +116.1% |
| All | +786.6% | +29.9% | +756.7% | +364.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling