+292.4%
AAOI vs M
+34.0%
+258.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.7% | -5.7% | +1.1% |
| 7D | -0.2% | -4.2% | +4.0% | +0.2% |
| 30D | -23.7% | -7.2% | -16.5% | -23.2% |
| 3M | -39.0% | -11.1% | -27.9% | -38.4% |
| 6M | -17.0% | +28.8% | -45.8% | -18.0% |
| YTD | +202.2% | +2.0% | +200.2% | +200.0% |
| 1Y | +292.4% | +31.3% | +261.1% | +215.4% |
| All | +292.4% | +34.0% | +258.4% | +215.4% |
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