+1,020.0%
AAOI vs MCD
+266.8%
+753.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +7.9% | -2.0% | +9.9% | +8.6% |
| 30D | -17.8% | -6.1% | -11.6% | -16.1% |
| 3M | -43.3% | -7.3% | -36.0% | -42.4% |
| 6M | +16.7% | -20.9% | +37.6% | +25.9% |
| YTD | +220.0% | -14.7% | +234.7% | +233.2% |
| 1Y | +372.1% | -16.1% | +388.2% | +391.4% |
| 3Y | +845.3% | -1.5% | +846.8% | +786.7% |
| 5Y | +1,333.8% | +20.4% | +1,313.4% | +1,070.5% |
| 10Y | +457.2% | +180.0% | +277.2% | +166.7% |
| All | +1,020.0% | +266.8% | +753.2% | +332.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling