+100.9%
AAOI vs MDB
-8.5%
+109.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.1% | -5.3% | -6.8% |
| 7D | -27.9% | -16.5% | -11.4% | -24.5% |
| 30D | -51.2% | -8.6% | -42.7% | -49.7% |
| 3M | -55.0% | -13.6% | -41.4% | -53.8% |
| 6M | -65.7% | +24.1% | -89.8% | -65.3% |
| YTD | +70.0% | -21.8% | +91.8% | +84.9% |
| 1Y | +100.9% | -7.7% | +108.6% | +121.0% |
| All | +100.9% | -8.5% | +109.4% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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