+460.8%
AAOI vs MPWR
+5,367.8%
-4,906.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.6% | +8.9% | +6.7% | +9.0% |
| 7D | -5.8% | +17.3% | -23.0% | -15.7% |
| 30D | -44.5% | +12.1% | -56.6% | -48.4% |
| 3M | -58.4% | +5.6% | -64.0% | -58.8% |
| 6M | -69.8% | -10.7% | -59.1% | -66.1% |
| YTD | +60.2% | +64.0% | -3.7% | +19.8% |
| 1Y | +135.2% | +55.9% | +79.3% | +83.9% |
| 3Y | +496.5% | +199.5% | +297.0% | +218.1% |
| 5Y | +824.8% | +176.6% | +648.3% | +389.1% |
| 10Y | +123.7% | +1,921.6% | -1,797.9% | -69.2% |
| All | +460.8% | +5,367.8% | -4,906.9% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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