+48.8%
AAOI vs MKTX
+5.2%
+43.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | 0.0% | -20.8% | -20.9% |
| 7D | -40.8% | +0.4% | -41.2% | -40.8% |
| 30D | -64.0% | +0.9% | -64.9% | -64.0% |
| 3M | -63.5% | +2.4% | -65.9% | -63.7% |
| 6M | -74.0% | +10.6% | -84.6% | -72.6% |
| YTD | +34.5% | -7.3% | +41.8% | +58.5% |
| 1Y | +48.8% | +4.8% | +44.0% | +76.6% |
| All | +48.8% | +5.2% | +43.6% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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