+957.8%
AAOI vs MAR
+790.6%
+167.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.1% |
| 7D | -0.2% | -0.5% | +0.4% | 0.0% |
| 30D | -23.7% | -5.4% | -18.3% | -21.5% |
| 3M | -39.0% | -15.5% | -23.5% | -34.4% |
| 6M | -17.0% | +3.0% | -20.0% | -20.6% |
| YTD | +202.2% | +8.5% | +193.7% | +174.6% |
| 1Y | +292.4% | +26.0% | +266.4% | +224.3% |
| 3Y | +804.4% | +68.6% | +735.8% | +583.5% |
| 5Y | +1,318.0% | +157.4% | +1,160.7% | +759.2% |
| 10Y | +436.7% | +447.0% | -10.3% | +75.4% |
| All | +957.8% | +790.6% | +167.3% | +108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling