-17.0%
AAOI vs MRK
+25.1%
-42.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +1.8% |
| 7D | -0.2% | -4.3% | +4.1% | -1.9% |
| 30D | -23.7% | +8.3% | -32.0% | -20.0% |
| 3M | -39.0% | +20.0% | -59.1% | -33.6% |
| 6M | -17.0% | +25.7% | -42.7% | -19.6% |
| All | -17.0% | +25.1% | -42.1% | -19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling