+937.0%
AAOI vs MDT
+139.0%
+798.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.2% |
| 7D | +2.9% | -1.6% | +4.5% | +3.7% |
| 30D | -23.1% | +1.0% | -24.1% | -23.8% |
| 3M | -41.0% | +15.2% | -56.2% | -46.5% |
| 6M | -14.3% | +3.7% | -18.0% | -18.0% |
| YTD | +196.3% | -3.0% | +199.3% | +194.6% |
| 1Y | +272.6% | +2.5% | +270.2% | +256.9% |
| 3Y | +775.3% | +26.5% | +748.9% | +631.1% |
| 5Y | +1,290.2% | -18.3% | +1,308.5% | +1,363.7% |
| 10Y | +426.2% | +40.2% | +386.0% | +286.5% |
| All | +937.0% | +139.0% | +798.0% | +505.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling