+937.0%
AAOI vs SAN
+205.0%
+732.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.1% |
| 7D | +2.9% | -2.8% | +5.7% | +4.2% |
| 30D | -23.1% | -0.5% | -22.6% | -23.0% |
| 3M | -41.0% | +22.7% | -63.8% | -45.9% |
| 6M | -14.3% | +28.8% | -43.1% | -22.9% |
| YTD | +196.3% | +26.3% | +170.0% | +164.3% |
| 1Y | +272.6% | +48.8% | +223.8% | +208.9% |
| 3Y | +775.3% | +347.2% | +428.1% | +360.7% |
| 5Y | +1,290.2% | +383.8% | +906.4% | +579.4% |
| 10Y | +426.2% | +335.5% | +90.7% | +149.4% |
| All | +937.0% | +205.0% | +732.0% | +446.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling