-2.4%
AAOI vs MMM
+9.6%
-12.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.4% | -1.5% |
| 7D | +4.7% | -2.6% | +7.2% | +7.2% |
| 30D | -18.7% | -9.3% | -9.4% | -11.3% |
| 3M | -33.7% | +5.6% | -39.3% | -37.3% |
| 6M | -2.4% | +9.5% | -11.9% | -11.0% |
| All | -2.4% | +9.6% | -12.0% | -11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling