+75.6%
AAOI vs MGY
+210.4%
-134.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -0.2% | +3.5% | -3.7% | -1.5% |
| 30D | -23.7% | +5.3% | -29.0% | -25.1% |
| 3M | -39.0% | +2.6% | -41.7% | -40.5% |
| 6M | -17.0% | -3.3% | -13.8% | -17.3% |
| YTD | +202.2% | +29.2% | +173.0% | +169.3% |
| 1Y | +292.4% | +18.0% | +274.4% | +261.4% |
| 3Y | +804.4% | +30.0% | +774.4% | +728.2% |
| 5Y | +1,318.0% | +92.7% | +1,225.4% | +1,012.0% |
| All | +75.6% | +210.4% | -134.8% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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