+957.8%
AAOI vs REGN
+167.2%
+790.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.5% |
| 7D | -0.2% | -5.6% | +5.4% | +1.6% |
| 30D | -23.7% | -2.0% | -21.7% | -23.5% |
| 3M | -39.0% | +28.0% | -67.0% | -44.2% |
| 6M | -17.0% | +1.2% | -18.2% | -18.7% |
| YTD | +202.2% | +1.6% | +200.6% | +196.2% |
| 1Y | +292.4% | +38.2% | +254.2% | +245.2% |
| 3Y | +804.4% | -5.4% | +809.7% | +786.4% |
| 5Y | +1,318.0% | +21.3% | +1,296.8% | +1,168.8% |
| 10Y | +436.7% | +105.2% | +331.5% | +295.0% |
| All | +957.8% | +167.2% | +790.6% | +653.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling