+100.9%
AAOI vs MPC
+122.9%
-22.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -8.1% | +0.8% | -6.7% |
| 7D | -27.9% | -10.9% | -17.0% | -27.3% |
| 30D | -51.2% | -9.4% | -41.8% | -51.0% |
| 3M | -55.0% | +26.0% | -80.9% | -56.4% |
| 6M | -65.7% | +56.5% | -122.2% | -67.4% |
| YTD | +70.0% | +144.3% | -74.2% | +95.2% |
| 1Y | +100.9% | +117.2% | -16.3% | +137.2% |
| All | +100.9% | +122.9% | -22.0% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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