-14.3%
AAOI vs IRM
+7.3%
-21.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -1.5% |
| 7D | +2.9% | -1.8% | +4.7% | +5.6% |
| 30D | -23.1% | -7.8% | -15.4% | -12.5% |
| 3M | -41.0% | -7.9% | -33.2% | -33.2% |
| 6M | -14.3% | +6.3% | -20.6% | -20.4% |
| All | -14.3% | +7.3% | -21.6% | -20.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling