+48.8%
AAOI vs MTZ
-19.7%
+68.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -5.2% | -15.7% | -14.5% |
| 7D | -40.8% | -10.6% | -30.2% | -34.5% |
| 30D | -64.0% | -30.4% | -33.6% | -43.9% |
| 3M | -63.5% | -40.4% | -23.1% | -29.2% |
| 6M | -74.0% | -63.7% | -10.4% | +2.4% |
| YTD | +34.5% | -26.9% | +61.4% | +26.7% |
| 1Y | +48.8% | -20.2% | +69.0% | +19.6% |
| All | +48.8% | -19.7% | +68.5% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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