+48.8%
AAOI vs MRK
+80.0%
-31.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -2.3% | -18.6% | -21.1% |
| 7D | -40.8% | +0.4% | -41.2% | -40.6% |
| 30D | -64.0% | +3.5% | -67.5% | -63.7% |
| 3M | -63.5% | +15.2% | -78.7% | -62.9% |
| 6M | -74.0% | +31.6% | -105.6% | -75.4% |
| YTD | +34.5% | +42.5% | -8.0% | +31.2% |
| 1Y | +48.8% | +79.2% | -30.4% | +58.8% |
| All | +48.8% | +80.0% | -31.2% | +58.8% |
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