-14.3%
AAOI vs MAR
+1.3%
-15.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.6% |
| 7D | +2.9% | -2.1% | +5.0% | +2.0% |
| 30D | -23.1% | -5.7% | -17.5% | -25.0% |
| 3M | -41.0% | -14.6% | -26.4% | -43.0% |
| 6M | -14.3% | +1.3% | -15.6% | -29.8% |
| All | -14.3% | +1.3% | -15.6% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 6mo: compounded portfolio wealth divided by compounded MAR 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…
6mo analysis · Full analysis span regression · 6 months rolling