+100.9%
AAOI vs MS
+22.2%
+78.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.2% | -11.6% | -11.0% |
| 7D | -27.9% | +2.6% | -30.6% | -29.6% |
| 30D | -51.2% | +2.6% | -53.9% | -52.1% |
| 3M | -55.0% | -10.1% | -44.9% | -50.9% |
| 6M | -65.7% | +4.4% | -70.1% | -63.0% |
| YTD | +70.0% | +11.7% | +58.3% | +66.6% |
| 1Y | +100.9% | +20.9% | +80.0% | +77.0% |
| All | +100.9% | +22.2% | +78.7% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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