+1,020.0%
AAOI vs MLM
+485.5%
+534.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +6.0% |
| 7D | +7.9% | +1.4% | +6.5% | +7.2% |
| 30D | -17.8% | -6.5% | -11.2% | -15.1% |
| 3M | -43.3% | -7.4% | -35.8% | -42.3% |
| 6M | +16.7% | -15.8% | +32.5% | +24.4% |
| YTD | +220.0% | -17.4% | +237.4% | +241.8% |
| 1Y | +372.1% | -17.9% | +390.0% | +404.6% |
| 3Y | +845.3% | +18.9% | +826.5% | +771.5% |
| 5Y | +1,333.8% | +43.4% | +1,290.4% | +1,122.9% |
| 10Y | +457.2% | +206.2% | +251.0% | +223.0% |
| All | +1,020.0% | +485.5% | +534.5% | +431.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling