+272.6%
AAOI vs MOD
+25.1%
+247.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.6% | -0.7% | -1.3% |
| 7D | +2.9% | -3.9% | +6.8% | +6.4% |
| 30D | -23.1% | -9.6% | -13.5% | -15.6% |
| 3M | -41.0% | -30.6% | -10.5% | -20.2% |
| 6M | -14.3% | -10.9% | -3.3% | -3.3% |
| YTD | +196.3% | +34.3% | +162.0% | +143.3% |
| 1Y | +272.6% | +18.3% | +254.3% | +248.9% |
| All | +272.6% | +25.1% | +247.5% | +248.9% |
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