+804.4%
AAOI vs MKC
-31.4%
+835.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.0% |
| 7D | -0.2% | -1.5% | +1.3% | -0.3% |
| 30D | -23.7% | -3.1% | -20.6% | -24.0% |
| 3M | -39.0% | +5.2% | -44.2% | -39.2% |
| 6M | -17.0% | -12.8% | -4.2% | -14.5% |
| YTD | +202.2% | -23.3% | +225.5% | +217.8% |
| 1Y | +292.4% | -24.1% | +316.5% | +313.4% |
| 3Y | +804.4% | -32.1% | +836.5% | +966.5% |
| All | +804.4% | -31.4% | +835.8% | +966.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling