+959.5%
AAOI vs MS
+1,007.9%
-48.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.9% | +4.9% |
| 7D | -0.7% | +1.4% | -2.0% | -1.7% |
| 30D | -17.9% | -0.3% | -17.7% | -17.9% |
| 3M | -48.0% | +0.3% | -48.3% | -47.5% |
| 6M | +5.8% | +31.3% | -25.5% | -11.5% |
| YTD | +202.7% | +24.7% | +178.1% | +157.8% |
| 1Y | +352.5% | +47.9% | +304.6% | +247.0% |
| 3Y | +657.0% | +178.3% | +478.7% | +311.2% |
| 5Y | +1,267.0% | +144.9% | +1,122.1% | +686.0% |
| 10Y | +502.7% | +804.5% | -301.9% | +42.5% |
| All | +959.5% | +1,007.9% | -48.3% | +144.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling