+1,290.2%
AAOI vs MCD
+18.3%
+1,271.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | +2.9% | -2.5% | +5.4% | +2.4% |
| 30D | -23.1% | -7.0% | -16.1% | -24.1% |
| 3M | -41.0% | -9.8% | -31.2% | -41.6% |
| 6M | -14.3% | -21.8% | +7.5% | -15.1% |
| YTD | +196.3% | -15.6% | +211.9% | +193.8% |
| 1Y | +272.6% | -15.2% | +287.8% | +269.3% |
| 3Y | +775.3% | -2.6% | +777.9% | +748.0% |
| 5Y | +1,290.2% | +18.9% | +1,271.3% | +1,084.0% |
| All | +1,290.2% | +18.3% | +1,271.9% | +1,084.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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