+100.9%
AAOI vs MOD
-33.0%
+133.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -21.4% | +14.1% | +9.2% |
| 7D | -27.9% | -31.3% | +3.4% | -4.7% |
| 30D | -51.2% | -46.1% | -5.1% | -21.1% |
| 3M | -55.0% | -51.1% | -3.8% | -21.5% |
| 6M | -65.7% | -62.1% | -3.7% | -29.0% |
| YTD | +70.0% | -26.2% | +96.2% | +154.9% |
| 1Y | +100.9% | -32.6% | +133.5% | +219.5% |
| All | +100.9% | -33.0% | +133.9% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling