+352.5%
AAOI vs MRK
+84.5%
+268.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.2% |
| 7D | -0.7% | +1.3% | -2.0% | -0.8% |
| 30D | -17.9% | +17.1% | -35.1% | -18.9% |
| 3M | -48.0% | +25.9% | -73.9% | -50.5% |
| 6M | +5.8% | +26.8% | -21.0% | -0.3% |
| YTD | +202.7% | +44.9% | +157.8% | +174.7% |
| 1Y | +352.5% | +84.8% | +267.7% | +292.2% |
| All | +352.5% | +84.5% | +268.0% | +292.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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