+957.8%
AAOI vs LUMN
-53.3%
+1,011.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.5% |
| 3M | -39.0% | -18.3% | -20.8% | -35.2% |
| 6M | -17.0% | +4.4% | -21.4% | -17.2% |
| YTD | +202.2% | -10.7% | +212.9% | +210.3% |
| 1Y | +292.4% | +14.0% | +278.4% | +277.5% |
| 3Y | +804.4% | +406.6% | +397.8% | +411.7% |
| 5Y | +1,318.0% | -36.8% | +1,354.8% | +1,168.1% |
| 10Y | +436.7% | -56.2% | +492.9% | +360.5% |
| All | +957.8% | -53.3% | +1,011.2% | +771.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling