+756.9%
AAOI vs MAS
+39.2%
+717.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.9% | +8.8% | +8.2% |
| 7D | -27.4% | +2.0% | -29.4% | -28.6% |
| 30D | -59.1% | +19.4% | -78.5% | -64.4% |
| 3M | -59.6% | +9.4% | -69.1% | -62.8% |
| 6M | -71.9% | +15.3% | -87.2% | -75.8% |
| YTD | +43.8% | +31.3% | +12.5% | +4.3% |
| 1Y | +72.3% | +34.9% | +37.4% | +21.9% |
| 3Y | +417.3% | +58.6% | +358.7% | +238.1% |
| All | +756.9% | +39.2% | +717.8% | +511.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling