+1,314.2%
AAOI vs LUMN
-37.8%
+1,352.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.5% |
| 7D | -0.2% | +2.5% | -2.7% | -0.9% |
| 30D | -23.7% | +10.3% | -34.0% | -25.6% |
| 3M | -39.0% | -18.3% | -20.8% | -35.1% |
| 6M | -17.0% | +4.4% | -21.4% | -17.2% |
| YTD | +202.2% | -10.7% | +212.9% | +210.4% |
| 1Y | +292.4% | +14.0% | +278.4% | +277.3% |
| 3Y | +804.4% | +406.6% | +397.8% | +404.2% |
| All | +1,314.2% | -37.8% | +1,352.1% | +1,252.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 5y: compounded portfolio wealth divided by compounded LUMN 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…
5y analysis · Full analysis span regression · 6 months rolling