+4,521.1%
AAOI vs MAGS
+190.0%
+4,331.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +0.2% |
| 7D | -0.2% | +0.6% | -0.8% | -1.4% |
| 30D | -23.7% | +3.2% | -26.9% | -28.7% |
| 3M | -39.0% | +7.7% | -46.7% | -46.8% |
| 6M | -17.0% | +12.5% | -29.5% | -32.8% |
| YTD | +202.2% | +6.0% | +196.3% | +171.4% |
| 1Y | +292.4% | +14.4% | +278.0% | +217.7% |
| 3Y | +804.4% | +127.5% | +676.9% | +208.6% |
| All | +4,521.1% | +190.0% | +4,331.0% | +1,532.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling