+804.4%
AAOI vs ITW
+20.2%
+784.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +0.9% |
| 7D | -0.2% | -0.7% | +0.6% | +0.5% |
| 30D | -23.7% | -8.3% | -15.4% | -17.1% |
| 3M | -39.0% | +6.0% | -45.0% | -44.3% |
| 6M | -17.0% | 0.0% | -17.0% | -19.6% |
| YTD | +202.2% | +10.2% | +192.0% | +148.8% |
| 1Y | +292.4% | +3.2% | +289.2% | +254.4% |
| 3Y | +804.4% | +21.0% | +783.4% | +498.6% |
| All | +804.4% | +20.2% | +784.2% | +498.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling