+138.6%
AAOI vs MS
+15.2%
+123.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -6.4% |
| 7D | -0.5% | +5.1% | -5.6% | -5.0% |
| 30D | -42.1% | +5.7% | -47.8% | -43.9% |
| 3M | -61.6% | -12.2% | -49.5% | -56.9% |
| 6M | -77.6% | -0.5% | -77.1% | -75.0% |
| YTD | +43.1% | +9.8% | +33.3% | +46.1% |
| 1Y | +138.6% | +17.7% | +120.9% | +117.7% |
| All | +138.6% | +15.2% | +123.4% | +117.7% |
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