+957.8%
AAOI vs MCHP
+382.5%
+575.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | -0.6% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -23.7% | -6.0% | -17.7% | -19.6% |
| 3M | -39.0% | -19.7% | -19.3% | -26.2% |
| 6M | -17.0% | +14.0% | -31.1% | -21.7% |
| YTD | +202.2% | +18.4% | +183.8% | +174.6% |
| 1Y | +292.4% | +17.1% | +275.3% | +263.5% |
| 3Y | +804.4% | +0.7% | +803.7% | +824.9% |
| 5Y | +1,318.0% | +5.1% | +1,312.9% | +1,258.2% |
| 10Y | +436.7% | +206.3% | +230.4% | +114.1% |
| All | +957.8% | +382.5% | +575.3% | +211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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