-2.4%
AAOI vs SAN
+37.3%
-39.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.2% |
| 7D | +4.7% | -0.5% | +5.1% | +4.9% |
| 30D | -18.7% | -0.1% | -18.7% | -18.8% |
| 3M | -33.7% | +19.6% | -53.4% | -41.5% |
| 6M | -2.4% | +32.7% | -35.1% | -22.9% |
| All | -2.4% | +37.3% | -39.8% | -22.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling