+826.4%
AAOI vs MLM
+15.8%
+810.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.5% | -1.9% |
| 7D | +4.7% | -2.7% | +7.4% | +6.9% |
| 30D | -18.7% | -8.3% | -10.4% | -13.2% |
| 3M | -33.7% | -12.0% | -21.8% | -29.4% |
| 6M | -2.4% | -17.6% | +15.2% | +10.3% |
| YTD | +209.6% | -18.9% | +228.5% | +244.5% |
| 1Y | +355.0% | -17.6% | +372.7% | +390.8% |
| All | +826.4% | +15.8% | +810.6% | +563.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling