+292.4%
AAOI vs MDT
+1.7%
+290.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +1.5% |
| 7D | -0.2% | -3.4% | +3.2% | -2.3% |
| 30D | -23.7% | +0.2% | -23.9% | -23.3% |
| 3M | -39.0% | +14.3% | -53.3% | -34.2% |
| 6M | -17.0% | +4.0% | -21.0% | -2.6% |
| YTD | +202.2% | -3.7% | +205.9% | +274.3% |
| 1Y | +292.4% | -0.4% | +292.8% | +414.9% |
| All | +292.4% | +1.7% | +290.7% | +414.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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