+804.4%
AAOI vs LYV
+109.4%
+695.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.2% | -1.9% | +1.8% | +1.6% |
| 30D | -23.7% | -8.2% | -15.5% | -17.4% |
| 3M | -39.0% | -1.3% | -37.8% | -39.5% |
| 6M | -17.0% | +2.6% | -19.7% | -20.2% |
| YTD | +202.2% | +19.4% | +182.8% | +150.4% |
| 1Y | +292.4% | -2.2% | +294.6% | +296.5% |
| 3Y | +804.4% | +106.0% | +698.3% | +330.3% |
| All | +804.4% | +109.4% | +695.0% | +330.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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