+804.4%
AAOI vs INCY
+89.7%
+714.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.3% |
| 7D | -0.2% | -4.2% | +4.0% | +0.8% |
| 30D | -23.7% | +0.6% | -24.3% | -23.9% |
| 3M | -39.0% | +12.6% | -51.7% | -41.7% |
| 6M | -17.0% | +28.3% | -45.4% | -24.3% |
| YTD | +202.2% | +23.0% | +179.3% | +179.7% |
| 1Y | +292.4% | +41.0% | +251.4% | +243.6% |
| 3Y | +804.4% | +88.6% | +715.8% | +619.4% |
| All | +804.4% | +89.7% | +714.7% | +619.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling