+769.2%
AAOI vs MP
-13.5%
+782.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.0% | -7.3% | -6.3% |
| 7D | +12.7% | +11.0% | +1.7% | +7.5% |
| 30D | -46.0% | -11.7% | -34.2% | -42.1% |
| 3M | -61.7% | -30.8% | -30.9% | -54.2% |
| 6M | -71.9% | -42.9% | -29.0% | -63.0% |
| YTD | +51.6% | -25.9% | +77.5% | +80.4% |
| 1Y | +120.8% | -37.3% | +158.1% | +179.6% |
| 3Y | +464.3% | +150.7% | +313.7% | +203.4% |
| 5Y | +769.2% | -19.3% | +788.5% | +581.2% |
| All | +769.2% | -13.5% | +782.8% | +581.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling