+826.4%
AAOI vs MP
+147.7%
+678.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.4% |
| 7D | +4.7% | -0.7% | +5.4% | +5.1% |
| 30D | -18.7% | -0.7% | -18.1% | -18.3% |
| 3M | -33.7% | 0.0% | -33.7% | -32.9% |
| 6M | -2.4% | -10.0% | +7.5% | +3.6% |
| YTD | +209.6% | +7.5% | +202.1% | +209.4% |
| 1Y | +355.0% | -14.0% | +369.0% | +369.3% |
| All | +826.4% | +147.7% | +678.7% | +311.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 3y: compounded portfolio wealth divided by compounded MP 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…
3y analysis · Full analysis span regression · 6 months rolling