-14.3%
AAOI vs MDB
+38.0%
-52.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.3% | -8.6% | -5.4% |
| 7D | +2.9% | -2.8% | +5.7% | +3.5% |
| 30D | -23.1% | -14.9% | -8.2% | -20.4% |
| 3M | -41.0% | +7.3% | -48.4% | -43.6% |
| 6M | -14.3% | +38.2% | -52.5% | -7.4% |
| All | -14.3% | +38.0% | -52.2% | -7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling