+1,314.2%
AAOI vs MDT
-19.5%
+1,333.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | -0.2% | -3.4% | +3.2% | +0.8% |
| 30D | -23.7% | +0.2% | -23.9% | -24.0% |
| 3M | -39.0% | +14.3% | -53.3% | -43.0% |
| 6M | -17.0% | +4.0% | -21.0% | -18.6% |
| YTD | +202.2% | -3.7% | +205.9% | +209.5% |
| 1Y | +292.4% | -0.4% | +292.8% | +292.9% |
| 3Y | +804.4% | +23.3% | +781.1% | +686.2% |
| All | +1,314.2% | -19.5% | +1,333.7% | +1,204.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling