+100.9%
AAOI vs OMC
+24.5%
+76.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +5.2% | -12.6% | -6.3% |
| 7D | -27.9% | +12.5% | -40.4% | -26.2% |
| 30D | -51.2% | +16.3% | -67.5% | -50.0% |
| 3M | -55.0% | +8.1% | -63.0% | -54.2% |
| 6M | -65.7% | +17.2% | -82.9% | -66.0% |
| YTD | +70.0% | +11.8% | +58.3% | +70.6% |
| 1Y | +100.9% | +23.9% | +77.0% | +81.6% |
| All | +100.9% | +24.5% | +76.4% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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