+292.4%
AAOI vs OMC
+7.0%
+285.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.0% |
| 7D | -0.2% | -4.4% | +4.2% | -0.3% |
| 30D | -23.7% | -7.6% | -16.1% | -24.0% |
| 3M | -39.0% | +4.5% | -43.5% | -40.2% |
| 6M | -17.0% | -0.3% | -16.8% | -18.0% |
| YTD | +202.2% | -0.1% | +202.4% | +193.4% |
| 1Y | +292.4% | +4.6% | +287.8% | +260.8% |
| All | +292.4% | +7.0% | +285.4% | +260.8% |
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