+352.5%
AAOI vs ITW
+5.8%
+346.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.1% |
| 7D | -0.7% | -3.6% | +2.9% | -0.9% |
| 30D | -17.9% | -9.1% | -8.8% | -18.5% |
| 3M | -48.0% | +8.2% | -56.2% | -48.7% |
| 6M | +5.8% | -4.8% | +10.6% | +7.1% |
| YTD | +202.7% | +11.0% | +191.7% | +192.3% |
| 1Y | +352.5% | +4.2% | +348.3% | +323.2% |
| All | +352.5% | +5.8% | +346.8% | +323.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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