+416.0%
AAOI vs KMX
+11.6%
+404.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.4% |
| 7D | -0.2% | -3.1% | +3.0% | +1.2% |
| 30D | -23.7% | +4.4% | -28.1% | -25.6% |
| 3M | -39.0% | +18.9% | -57.9% | -45.2% |
| 6M | -17.0% | +44.3% | -61.3% | -33.8% |
| YTD | +202.2% | +58.7% | +143.5% | +125.9% |
| 1Y | +292.4% | +0.1% | +292.3% | +263.5% |
| 3Y | +804.4% | -24.4% | +828.8% | +887.2% |
| 5Y | +1,318.0% | -54.4% | +1,372.5% | +1,700.3% |
| All | +416.0% | +11.6% | +404.4% | +372.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling