+292.4%
AAOI vs MTB
+24.6%
+267.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.2% |
| 7D | -0.2% | 0.0% | -0.2% | -0.1% |
| 30D | -23.7% | -4.8% | -18.9% | -26.1% |
| 3M | -39.0% | +6.0% | -45.0% | -35.7% |
| 6M | -17.0% | +19.6% | -36.7% | -7.0% |
| YTD | +202.2% | +21.5% | +180.8% | +203.6% |
| 1Y | +292.4% | +24.7% | +267.7% | +204.6% |
| All | +292.4% | +24.6% | +267.8% | +204.6% |
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