+100.9%
AAOI vs SAP
-5.6%
+106.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.2% | -11.6% | -6.2% |
| 7D | -27.9% | +1.3% | -29.2% | -27.5% |
| 30D | -51.2% | +15.5% | -66.8% | -49.4% |
| 3M | -55.0% | +22.8% | -77.8% | -52.7% |
| 6M | -65.7% | +42.5% | -108.2% | -61.4% |
| YTD | +70.0% | +0.5% | +69.5% | +124.8% |
| 1Y | +100.9% | -5.9% | +106.9% | +204.4% |
| All | +100.9% | -5.6% | +106.5% | +204.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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