+100.9%
AAOI vs INCY
+20.6%
+80.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.5% | -11.8% | -6.5% |
| 7D | -27.9% | +5.1% | -33.0% | -27.1% |
| 30D | -51.2% | +7.6% | -58.9% | -50.4% |
| 3M | -55.0% | +1.9% | -56.8% | -54.4% |
| 6M | -65.7% | +26.5% | -92.2% | -66.7% |
| YTD | +70.0% | +24.4% | +45.6% | +67.4% |
| 1Y | +100.9% | +19.4% | +81.6% | +101.7% |
| All | +100.9% | +20.6% | +80.3% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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