+845.3%
AAOI vs MAS
+32.0%
+813.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.1% | +7.4% |
| 7D | +7.9% | +1.0% | +6.9% | +7.0% |
| 30D | -17.8% | -8.1% | -9.7% | -13.1% |
| 3M | -43.3% | +3.3% | -46.6% | -45.9% |
| 6M | +16.7% | +12.4% | +4.3% | -0.8% |
| YTD | +220.0% | +13.3% | +206.7% | +151.1% |
| 1Y | +372.1% | -4.7% | +376.8% | +352.9% |
| 3Y | +845.3% | +33.0% | +812.4% | +543.4% |
| All | +845.3% | +32.0% | +813.3% | +543.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 3y: compounded portfolio wealth divided by compounded MAS 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…
3y analysis · Full analysis span regression · 6 months rolling