+786.6%
AAOI vs M
+97.0%
+689.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.7% | +0.4% | -2.5% |
| 7D | +2.9% | -8.8% | +11.7% | +6.6% |
| 30D | -23.1% | -16.4% | -6.7% | -18.0% |
| 3M | -41.0% | -10.8% | -30.2% | -39.1% |
| 6M | -14.3% | +16.1% | -30.4% | -20.5% |
| YTD | +196.3% | -5.3% | +201.6% | +192.5% |
| 1Y | +272.6% | +24.9% | +247.8% | +220.5% |
| All | +786.6% | +97.0% | +689.6% | +413.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling