+1,314.2%
AAOI vs SAN
+385.2%
+929.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +0.9% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | -23.7% | +0.9% | -24.6% | -24.1% |
| 3M | -39.0% | +19.1% | -58.1% | -43.7% |
| 6M | -17.0% | +33.2% | -50.2% | -27.3% |
| YTD | +202.2% | +29.1% | +173.1% | +161.9% |
| 1Y | +292.4% | +50.2% | +242.2% | +214.1% |
| 3Y | +804.4% | +351.0% | +453.3% | +351.7% |
| All | +1,314.2% | +385.2% | +929.0% | +492.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling