+100.9%
AAOI vs SAN
+23.5%
+77.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +6.4% | -13.8% | -9.4% |
| 7D | -27.9% | +4.5% | -32.4% | -29.0% |
| 30D | -51.2% | -12.1% | -39.2% | -48.6% |
| 3M | -55.0% | -15.6% | -39.4% | -51.9% |
| 6M | -65.7% | +5.8% | -71.5% | -64.8% |
| YTD | +70.0% | +5.5% | +64.6% | +45.9% |
| 1Y | +100.9% | +23.6% | +77.3% | +55.1% |
| All | +100.9% | +23.5% | +77.5% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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