-17.0%
AAOI vs MTZ
-19.3%
+2.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | -1.8% |
| 7D | -0.2% | +1.4% | -1.5% | -1.5% |
| 30D | -23.7% | -14.5% | -9.2% | -8.3% |
| 3M | -39.0% | -32.9% | -6.1% | -5.9% |
| 6M | -17.0% | -20.8% | +3.8% | -16.5% |
| All | -17.0% | -19.3% | +2.3% | -16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling