+804.4%
AAOI vs MMM
+100.2%
+704.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.0% |
| 7D | -0.2% | -2.1% | +2.0% | +1.5% |
| 30D | -23.7% | -9.8% | -13.9% | -17.7% |
| 3M | -39.0% | +4.9% | -43.9% | -41.3% |
| 6M | -17.0% | +7.3% | -24.4% | -21.4% |
| YTD | +202.2% | +4.5% | +197.7% | +184.5% |
| 1Y | +292.4% | +5.4% | +287.0% | +263.3% |
| 3Y | +804.4% | +98.6% | +705.8% | +538.1% |
| All | +804.4% | +100.2% | +704.1% | +538.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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