+100.9%
AAOI vs MCO
+9.9%
+91.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.9% | -12.2% | -2.2% |
| 7D | -27.9% | +10.7% | -38.6% | -19.2% |
| 30D | -51.2% | +17.9% | -69.1% | -41.5% |
| 3M | -55.0% | +9.5% | -64.4% | -49.2% |
| 6M | -65.7% | +18.1% | -83.8% | -57.8% |
| YTD | +70.0% | +4.1% | +65.9% | +99.4% |
| 1Y | +100.9% | +9.3% | +91.6% | +142.3% |
| All | +100.9% | +9.9% | +91.0% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling