+416.0%
AAOI vs MRK
+230.6%
+185.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | -0.2% | -4.3% | +4.1% | +0.6% |
| 30D | -23.7% | +8.3% | -32.0% | -25.1% |
| 3M | -39.0% | +20.0% | -59.1% | -41.9% |
| 6M | -17.0% | +25.7% | -42.7% | -21.9% |
| YTD | +202.2% | +38.7% | +163.5% | +178.9% |
| 1Y | +292.4% | +74.7% | +217.7% | +245.2% |
| 3Y | +804.4% | +45.4% | +759.0% | +694.3% |
| 5Y | +1,318.0% | +129.0% | +1,189.0% | +961.3% |
| All | +416.0% | +230.6% | +185.3% | +278.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling