+416.0%
AAOI vs IRM
+440.8%
-24.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +0.5% |
| 7D | -0.2% | -1.4% | +1.3% | +1.0% |
| 30D | -23.7% | -7.4% | -16.3% | -18.6% |
| 3M | -39.0% | -7.4% | -31.7% | -34.6% |
| 6M | -17.0% | +8.7% | -25.7% | -20.1% |
| YTD | +202.2% | +40.9% | +161.3% | +140.5% |
| 1Y | +292.4% | +20.5% | +271.9% | +255.5% |
| 3Y | +804.4% | +101.7% | +702.7% | +522.9% |
| 5Y | +1,318.0% | +197.7% | +1,120.4% | +714.9% |
| All | +416.0% | +440.8% | -24.8% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling