+352.5%
AAOI vs M
+46.1%
+306.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +4.9% |
| 7D | -0.7% | +4.7% | -5.4% | -1.0% |
| 30D | -17.9% | -9.6% | -8.3% | -17.0% |
| 3M | -48.0% | +0.9% | -48.8% | -48.0% |
| 6M | +5.8% | +22.3% | -16.4% | +4.7% |
| YTD | +202.7% | +6.5% | +196.2% | +200.3% |
| 1Y | +352.5% | +38.8% | +313.8% | +289.6% |
| All | +352.5% | +46.1% | +306.4% | +289.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling