+804.4%
AAOI vs MRSH
-4.9%
+809.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +1.9% |
| 7D | -0.2% | -4.8% | +4.6% | -3.4% |
| 30D | -23.7% | -6.3% | -17.4% | -26.5% |
| 3M | -39.0% | +5.8% | -44.8% | -36.2% |
| 6M | -17.0% | +2.8% | -19.8% | -12.7% |
| YTD | +202.2% | -3.1% | +205.4% | +217.4% |
| 1Y | +292.4% | -11.3% | +303.7% | +321.1% |
| 3Y | +804.4% | -5.0% | +809.3% | +916.0% |
| All | +804.4% | -4.9% | +809.3% | +916.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 3y: compounded portfolio wealth divided by compounded MRSH 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…
3y analysis · Full analysis span regression · 6 months rolling