+100.9%
AAOI vs MTB
+27.0%
+74.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.2% | -8.5% | -6.5% |
| 7D | -27.9% | +2.0% | -29.9% | -26.7% |
| 30D | -51.2% | +2.9% | -54.2% | -50.1% |
| 3M | -55.0% | -10.7% | -44.3% | -58.9% |
| 6M | -65.7% | +6.3% | -72.1% | -62.7% |
| YTD | +70.0% | +13.8% | +56.2% | +59.6% |
| 1Y | +100.9% | +27.7% | +73.2% | +79.4% |
| All | +100.9% | +27.0% | +74.0% | +79.4% |
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