+100.9%
AAOI vs MAGS
+5.9%
+95.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.2% | -9.6% | -10.8% |
| 7D | -27.9% | -1.4% | -26.5% | -26.3% |
| 30D | -51.2% | -4.4% | -46.9% | -47.1% |
| 3M | -55.0% | +1.9% | -56.9% | -55.3% |
| 6M | -65.7% | +4.9% | -70.7% | -67.3% |
| YTD | +70.0% | +6.5% | +63.5% | +68.2% |
| 1Y | +100.9% | +6.3% | +94.6% | +101.6% |
| All | +100.9% | +5.9% | +95.1% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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