+416.0%
AAOI vs MA
+518.9%
-102.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.6% |
| 7D | -0.2% | -1.7% | +1.6% | +0.7% |
| 30D | -23.7% | +1.7% | -25.4% | -24.9% |
| 3M | -39.0% | +17.2% | -56.2% | -45.4% |
| 6M | -17.0% | +13.3% | -30.4% | -25.5% |
| YTD | +202.2% | +0.2% | +202.0% | +188.7% |
| 1Y | +292.4% | -2.7% | +295.1% | +282.4% |
| 3Y | +804.4% | +39.1% | +765.3% | +621.1% |
| 5Y | +1,318.0% | +68.8% | +1,249.3% | +898.3% |
| All | +416.0% | +518.9% | -102.9% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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