+416.0%
AAOI vs MNST
+253.9%
+162.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.9% |
| 7D | -0.2% | -1.0% | +0.8% | 0.0% |
| 30D | -23.7% | -5.6% | -18.1% | -23.1% |
| 3M | -39.0% | -5.7% | -33.3% | -38.8% |
| 6M | -17.0% | +12.0% | -29.0% | -20.4% |
| YTD | +202.2% | +13.2% | +189.0% | +187.5% |
| 1Y | +292.4% | +36.1% | +256.4% | +254.2% |
| 3Y | +804.4% | +52.9% | +751.5% | +682.5% |
| 5Y | +1,318.0% | +81.0% | +1,237.1% | +1,022.8% |
| All | +416.0% | +253.9% | +162.1% | +213.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 10y: compounded portfolio wealth divided by compounded MNST 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…
10y analysis · Full analysis span regression · 6 months rolling