+416.0%
AAOI vs MARA
-74.3%
+490.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.8% | -2.8% | +1.4% |
| 7D | -0.2% | +5.9% | -6.1% | -0.9% |
| 30D | -23.7% | +24.3% | -48.0% | -26.0% |
| 3M | -39.0% | -12.0% | -27.0% | -37.9% |
| 6M | -17.0% | +40.1% | -57.2% | -20.3% |
| YTD | +202.2% | +33.4% | +168.8% | +191.8% |
| 1Y | +292.4% | -23.7% | +316.1% | +306.4% |
| 3Y | +804.4% | +19.0% | +785.4% | +780.8% |
| 5Y | +1,318.0% | -66.5% | +1,384.5% | +1,309.7% |
| All | +416.0% | -74.3% | +490.2% | +427.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 10y: compounded portfolio wealth divided by compounded MARA 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…
10y analysis · Full analysis span regression · 6 months rolling