+352.5%
AAOI vs MTB
+23.4%
+329.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.1% |
| 7D | -0.7% | +1.7% | -2.4% | +0.6% |
| 30D | -17.9% | -4.2% | -13.7% | -20.3% |
| 3M | -48.0% | +8.9% | -56.9% | -44.1% |
| 6M | +5.8% | +10.9% | -5.0% | +14.2% |
| YTD | +202.7% | +21.5% | +181.2% | +209.7% |
| 1Y | +352.5% | +21.9% | +330.6% | +242.8% |
| All | +352.5% | +23.4% | +329.2% | +242.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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