+959.5%
AAOI vs MOD
+1,242.5%
-282.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.3% | +0.8% | +3.3% |
| 7D | -0.7% | +9.6% | -10.2% | -4.4% |
| 30D | -17.9% | 0.0% | -17.9% | -17.4% |
| 3M | -48.0% | -35.4% | -12.6% | -37.0% |
| 6M | +5.8% | -7.3% | +13.1% | +12.7% |
| YTD | +202.7% | +45.8% | +156.9% | +166.5% |
| 1Y | +352.5% | +43.1% | +309.4% | +309.7% |
| 3Y | +657.0% | +297.7% | +359.4% | +429.5% |
| 5Y | +1,267.0% | +1,478.8% | -211.8% | +565.5% |
| 10Y | +502.7% | +1,633.4% | -1,130.7% | +121.5% |
| All | +959.5% | +1,242.5% | -282.9% | +325.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling