+1,290.2%
AAOI vs ILMN
-55.2%
+1,345.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -3.3% |
| 7D | +2.9% | -9.2% | +12.1% | +8.6% |
| 30D | -23.1% | +4.4% | -27.5% | -25.8% |
| 3M | -41.0% | +23.9% | -64.9% | -48.6% |
| 6M | -14.3% | +64.5% | -78.8% | -37.5% |
| YTD | +196.3% | +53.5% | +142.8% | +120.9% |
| 1Y | +272.6% | +110.8% | +161.8% | +128.9% |
| 3Y | +775.3% | +30.7% | +744.7% | +559.1% |
| 5Y | +1,290.2% | -54.8% | +1,345.0% | +1,940.0% |
| All | +1,290.2% | -55.2% | +1,345.3% | +1,940.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling