+1,020.0%
AAOI vs MA
+814.8%
+205.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.5% |
| 7D | +7.9% | -1.8% | +9.6% | +8.9% |
| 30D | -17.8% | +1.4% | -19.2% | -19.1% |
| 3M | -43.3% | +17.7% | -61.0% | -49.7% |
| 6M | +16.7% | +9.7% | +7.0% | +6.3% |
| YTD | +220.0% | +0.5% | +219.5% | +204.2% |
| 1Y | +372.1% | -2.1% | +374.1% | +356.2% |
| 3Y | +845.3% | +40.1% | +805.2% | +644.9% |
| 5Y | +1,333.8% | +67.5% | +1,266.3% | +898.4% |
| 10Y | +457.2% | +505.6% | -48.4% | +55.4% |
| All | +1,020.0% | +814.8% | +205.2% | +162.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling