+100.9%
AAOI vs MLM
-11.4%
+112.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.4% | -9.7% | -7.2% |
| 7D | -27.9% | +9.1% | -37.0% | -27.8% |
| 30D | -51.2% | +14.6% | -65.9% | -51.3% |
| 3M | -55.0% | +0.3% | -55.3% | -54.7% |
| 6M | -65.7% | -7.5% | -58.3% | -64.4% |
| YTD | +70.0% | -10.2% | +80.3% | +69.7% |
| 1Y | +100.9% | -10.5% | +111.4% | +99.2% |
| All | +100.9% | -11.4% | +112.3% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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