+826.4%
AAOI vs MS
+176.5%
+649.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.7% |
| 7D | +4.7% | +1.7% | +3.0% | +2.2% |
| 30D | -18.7% | 0.0% | -18.7% | -19.3% |
| 3M | -33.7% | +3.0% | -36.7% | -35.7% |
| 6M | -2.4% | +35.7% | -38.1% | -32.8% |
| YTD | +209.6% | +23.3% | +186.3% | +129.7% |
| 1Y | +355.0% | +44.7% | +310.3% | +174.4% |
| All | +826.4% | +176.5% | +649.9% | +149.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling