+937.0%
AAOI vs IRM
+793.4%
+143.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -2.9% |
| 7D | +2.9% | -1.8% | +4.7% | +4.2% |
| 30D | -23.1% | -7.8% | -15.4% | -18.3% |
| 3M | -41.0% | -7.9% | -33.2% | -37.0% |
| 6M | -14.3% | +6.3% | -20.6% | -15.7% |
| YTD | +196.3% | +38.2% | +158.1% | +145.9% |
| 1Y | +272.6% | +19.8% | +252.8% | +244.0% |
| 3Y | +775.3% | +98.8% | +676.6% | +540.8% |
| 5Y | +1,290.2% | +191.8% | +1,098.4% | +767.2% |
| 10Y | +426.2% | +428.8% | -2.6% | +150.5% |
| All | +937.0% | +793.4% | +143.7% | +352.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling