+1,020.0%
AAOI vs ILMN
+168.1%
+851.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.3% | +9.0% | +7.3% |
| 7D | +7.9% | +1.9% | +6.0% | +6.5% |
| 30D | -17.8% | +12.3% | -30.0% | -23.0% |
| 3M | -43.3% | +33.5% | -76.8% | -51.5% |
| 6M | +16.7% | +69.4% | -52.7% | -12.0% |
| YTD | +220.0% | +60.9% | +159.1% | +144.3% |
| 1Y | +372.1% | +115.0% | +257.1% | +210.6% |
| 3Y | +845.3% | +37.0% | +808.3% | +651.5% |
| 5Y | +1,333.8% | -53.1% | +1,386.9% | +1,650.8% |
| 10Y | +457.2% | +27.6% | +429.6% | +319.8% |
| All | +1,020.0% | +168.1% | +851.9% | +626.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling