+957.8%
AAOI vs MO
+340.9%
+616.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -23.7% | +7.1% | -30.8% | -23.7% |
| 3M | -39.0% | -2.0% | -37.1% | -39.2% |
| 6M | -17.0% | +7.3% | -24.3% | -17.8% |
| YTD | +202.2% | +23.5% | +178.8% | +196.6% |
| 1Y | +292.4% | +11.0% | +281.4% | +287.4% |
| 3Y | +804.4% | +95.0% | +709.4% | +713.5% |
| 5Y | +1,318.0% | +100.6% | +1,217.4% | +1,146.8% |
| 10Y | +436.7% | +114.5% | +322.2% | +337.7% |
| All | +957.8% | +340.9% | +616.9% | +431.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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