+48.8%
AAOI vs REGN
+43.8%
+5.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -3.0% | -17.9% | -21.6% |
| 7D | -40.8% | +10.3% | -51.1% | -38.4% |
| 30D | -64.0% | +22.2% | -86.2% | -61.9% |
| 3M | -63.5% | +17.6% | -81.1% | -61.6% |
| 6M | -74.0% | +28.9% | -102.9% | -71.1% |
| YTD | +34.5% | +17.4% | +17.1% | +55.4% |
| 1Y | +48.8% | +40.9% | +7.9% | +80.4% |
| All | +48.8% | +43.8% | +5.0% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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