+957.8%
AAOI vs MRK
+368.9%
+589.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | -0.2% | -4.3% | +4.1% | +1.0% |
| 30D | -23.7% | +8.3% | -32.0% | -25.7% |
| 3M | -39.0% | +20.0% | -59.1% | -43.0% |
| 6M | -17.0% | +25.7% | -42.7% | -23.6% |
| YTD | +202.2% | +38.7% | +163.5% | +170.7% |
| 1Y | +292.4% | +74.7% | +217.7% | +228.2% |
| 3Y | +804.4% | +45.4% | +759.0% | +667.0% |
| 5Y | +1,318.0% | +129.0% | +1,189.0% | +874.6% |
| 10Y | +436.7% | +228.0% | +208.7% | +205.9% |
| All | +957.8% | +368.9% | +589.0% | +418.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling