-39.0%
AAOI vs JBL
-11.6%
-27.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.0% | -3.0% | -7.0% |
| 7D | -0.2% | +2.4% | -2.6% | -4.5% |
| 30D | -23.7% | -13.1% | -10.6% | -0.8% |
| 3M | -39.0% | -15.6% | -23.4% | -21.2% |
| All | -39.0% | -11.6% | -27.4% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 3mo: compounded portfolio wealth divided by compounded JBL 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…
3mo analysis · Full analysis span regression · Available span rolling