+1,020.0%
AAOI vs M
-13.0%
+1,033.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.6% | +8.3% | +6.4% |
| 7D | +7.9% | +2.4% | +5.5% | +7.1% |
| 30D | -17.8% | -11.6% | -6.1% | -15.1% |
| 3M | -43.3% | +1.6% | -44.9% | -43.9% |
| 6M | +16.7% | +25.2% | -8.5% | +8.5% |
| YTD | +220.0% | +3.8% | +216.2% | +209.6% |
| 1Y | +372.1% | +36.3% | +335.7% | +321.0% |
| 3Y | +845.3% | +116.3% | +729.0% | +621.4% |
| 5Y | +1,333.8% | +28.2% | +1,305.6% | +1,089.5% |
| 10Y | +457.2% | -3.4% | +460.6% | +336.1% |
| All | +1,020.0% | -13.0% | +1,033.0% | +954.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling