+416.0%
AAOI vs M
-3.0%
+419.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.7% | -5.7% | -0.2% |
| 7D | -0.2% | -4.2% | +4.0% | +1.0% |
| 30D | -23.7% | -7.2% | -16.5% | -22.3% |
| 3M | -39.0% | -11.1% | -27.9% | -37.3% |
| 6M | -17.0% | +28.8% | -45.8% | -23.5% |
| YTD | +202.2% | +2.0% | +200.2% | +193.7% |
| 1Y | +292.4% | +31.3% | +261.1% | +253.6% |
| 3Y | +804.4% | +119.1% | +685.3% | +586.5% |
| 5Y | +1,318.0% | +29.7% | +1,288.4% | +1,071.6% |
| All | +416.0% | -3.0% | +419.0% | +286.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling