+401.9%
AAOI vs MP
+291.5%
+110.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.5% | -9.1% | -6.9% |
| 7D | -0.5% | +9.5% | -9.9% | -3.9% |
| 30D | -42.1% | -3.0% | -39.2% | -41.0% |
| 3M | -61.6% | -30.4% | -31.3% | -55.5% |
| 6M | -77.6% | -39.2% | -38.5% | -72.4% |
| YTD | +43.1% | -23.3% | +66.4% | +64.0% |
| 1Y | +138.6% | -32.6% | +171.2% | +184.6% |
| 3Y | +353.5% | +159.3% | +194.3% | +193.8% |
| 5Y | +720.6% | -16.4% | +737.0% | +593.2% |
| All | +401.9% | +291.5% | +110.4% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling